+87.3%
BTDR vs LBRT
-28.3%
+115.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.1% | +1.8% | +7.1% |
| 7D | +7.1% | -11.9% | +19.1% | +12.1% |
| 30D | -31.4% | -31.9% | +0.6% | -22.3% |
| 3M | -39.2% | -34.9% | -4.4% | -30.9% |
| 6M | -50.9% | -60.7% | +9.7% | -36.5% |
| YTD | -41.0% | -29.2% | -11.8% | -39.0% |
| 1Y | -69.9% | -23.6% | -46.3% | -69.7% |
| 3Y | +87.3% | -26.8% | +114.1% | +82.5% |
| All | +87.3% | -28.3% | +115.6% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling