+463.5%
BTSG vs LBRT
+18.3%
+445.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.3% |
| 7D | +2.9% | +10.2% | -7.3% | +1.7% |
| 30D | +0.9% | +4.9% | -4.0% | +0.2% |
| 3M | +1.6% | -21.2% | +22.9% | +4.2% |
| 6M | +46.8% | -19.9% | +66.7% | +48.8% |
| YTD | +65.5% | +20.8% | +44.8% | +56.1% |
| 1Y | +136.2% | +123.5% | +12.7% | +97.2% |
| All | +463.5% | +18.3% | +445.3% | +385.4% |
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