+51.5%
BTI vs LBRT
+38.7%
+12.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.7% |
| 7D | -1.4% | +6.9% | -8.3% | -1.9% |
| 30D | -7.0% | +7.8% | -14.8% | -7.7% |
| 3M | -6.3% | -25.3% | +18.9% | -4.6% |
| 6M | -2.0% | -19.6% | +17.6% | -1.1% |
| YTD | +0.2% | +17.2% | -17.0% | -2.3% |
| 1Y | +3.8% | +114.1% | -110.3% | -4.4% |
| 3Y | +112.1% | +27.0% | +85.1% | +99.5% |
| 5Y | +113.6% | +128.3% | -14.7% | +84.4% |
| All | +51.5% | +38.7% | +12.8% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling