+408.5%
BX vs LBRT
-16.4%
+424.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.0% |
| 7D | -2.8% | -1.9% | -0.9% | -2.7% |
| 30D | +7.3% | -32.0% | +39.3% | +13.5% |
| 3M | -16.3% | -39.7% | +23.4% | -10.0% |
| 6M | +2.5% | -61.1% | +63.6% | +17.7% |
| YTD | -17.6% | -29.4% | +11.8% | -16.4% |
| 1Y | -12.4% | -24.5% | +12.1% | -12.5% |
| 3Y | +36.2% | -28.1% | +64.3% | +31.6% |
| 5Y | +3.0% | +23.9% | -20.9% | -12.5% |
| All | +408.5% | -16.4% | +424.9% | +258.7% |
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