+417.0%
BX vs LBRT
-16.2%
+433.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.1% | -4.3% | +2.4% |
| 7D | +3.3% | -11.9% | +15.2% | +5.1% |
| 30D | +9.6% | -31.9% | +41.5% | +15.9% |
| 3M | -8.7% | -34.9% | +26.2% | -3.1% |
| 6M | +2.2% | -60.7% | +62.9% | +17.2% |
| YTD | -16.2% | -29.2% | +13.0% | -15.0% |
| 1Y | -11.5% | -23.6% | +12.1% | -11.8% |
| 3Y | +41.0% | -26.8% | +67.8% | +35.8% |
| 5Y | +1.1% | +16.3% | -15.2% | -13.2% |
| All | +417.0% | -16.2% | +433.2% | +264.6% |
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 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