+67.7%
BTI vs LBRT
-16.2%
+83.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.1% | -9.4% | -1.9% |
| 7D | -2.9% | -11.9% | +9.0% | -2.3% |
| 30D | +8.3% | -31.9% | +40.2% | +10.8% |
| 3M | +2.9% | -34.9% | +37.8% | +5.4% |
| 6M | +6.2% | -60.7% | +66.9% | +12.6% |
| YTD | +10.9% | -29.2% | +40.1% | +11.6% |
| 1Y | +16.6% | -23.6% | +40.2% | +16.4% |
| 3Y | +142.2% | -26.8% | +169.1% | +136.5% |
| 5Y | +151.3% | +16.3% | +135.0% | +128.3% |
| All | +67.7% | -16.2% | +83.9% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling