+72.7%
BTI vs LBRT
-15.3%
+88.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | +1.6% | +9.2% | -7.6% | +1.0% |
| 30D | +9.2% | -27.5% | +36.8% | +11.3% |
| 3M | +9.6% | -37.9% | +47.5% | +12.8% |
| 6M | -2.4% | -60.7% | +58.3% | +3.5% |
| YTD | +14.2% | -28.5% | +42.7% | +14.8% |
| 1Y | +20.3% | -13.2% | +33.5% | +18.9% |
| 3Y | +147.4% | -28.8% | +176.2% | +142.2% |
| 5Y | +155.4% | +28.0% | +127.5% | +130.0% |
| All | +72.7% | -15.3% | +88.1% | +36.5% |
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 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