+510.5%
BTSG vs LBRT
-35.9%
+546.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.4% | +1.3% |
| 7D | +0.4% | -29.1% | +29.5% | +4.3% |
| 30D | +5.3% | -38.4% | +43.6% | +11.0% |
| 3M | +10.8% | -40.1% | +50.9% | +17.1% |
| 6M | +27.3% | -62.9% | +90.2% | +42.3% |
| YTD | +79.3% | -34.5% | +113.8% | +81.0% |
| 1Y | +106.0% | -30.2% | +136.2% | +104.9% |
| All | +510.5% | -35.9% | +546.3% | +462.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling