+33.8%
BX vs LBRT
-38.0%
+71.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.6% | -1.0% |
| 7D | +1.8% | -29.1% | +30.9% | +6.3% |
| 30D | +7.9% | -38.4% | +46.3% | +14.9% |
| 3M | -9.6% | -40.1% | +30.5% | -3.7% |
| 6M | -2.3% | -62.9% | +60.6% | +12.6% |
| YTD | -19.3% | -34.5% | +15.2% | -19.6% |
| 1Y | -13.2% | -30.2% | +17.0% | -15.3% |
| 3Y | +33.8% | -37.5% | +71.3% | +25.0% |
| All | +33.8% | -38.0% | +71.8% | +25.0% |
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