+560.2%
BTSG vs LBRT
-30.8%
+591.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.2% |
| 7D | +4.0% | -1.9% | +5.9% | +4.2% |
| 30D | +15.3% | -32.0% | +47.3% | +20.1% |
| 3M | +25.4% | -39.7% | +65.1% | +32.4% |
| 6M | +31.9% | -61.1% | +93.0% | +46.5% |
| YTD | +93.9% | -29.4% | +123.3% | +93.8% |
| 1Y | +114.2% | -24.5% | +138.6% | +110.8% |
| All | +560.2% | -30.8% | +591.0% | +502.8% |
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