+27.6%
BX vs LBRT
+115.1%
-87.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | -4.4% | +8.7% | -13.1% | -5.9% |
| 30D | +0.1% | +6.6% | -6.5% | -1.4% |
| 3M | +16.0% | -34.5% | +50.5% | +24.3% |
| 6M | +21.6% | -24.5% | +46.1% | +25.3% |
| YTD | -8.9% | +12.7% | -21.6% | -14.9% |
| 1Y | -16.6% | +94.8% | -111.5% | -33.2% |
| 3Y | +43.3% | +31.9% | +11.5% | +20.9% |
| All | +27.6% | +115.1% | -87.5% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling