+48.5%
BTDR vs LBRT
-27.1%
+75.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.1% | -9.7% | -9.0% |
| 7D | -6.9% | +9.2% | -16.1% | -9.5% |
| 30D | -31.5% | -27.5% | -4.0% | -24.1% |
| 3M | -36.1% | -37.9% | +1.8% | -26.0% |
| 6M | -57.6% | -60.7% | +3.1% | -45.2% |
| YTD | -50.0% | -28.5% | -21.5% | -48.5% |
| 1Y | -49.6% | -13.2% | -36.4% | -51.6% |
| 3Y | +48.5% | -28.8% | +77.3% | +52.6% |
| All | +48.5% | -27.1% | +75.6% | +52.6% |
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