+462.1%
BX vs LBRT
+33.5%
+428.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | -4.4% | +8.3% | -12.6% | -5.7% |
| 30D | +0.1% | +6.1% | -6.0% | -1.2% |
| 3M | +16.0% | -34.8% | +50.8% | +23.4% |
| 6M | +21.6% | -24.8% | +46.4% | +25.1% |
| YTD | -8.9% | +12.2% | -21.1% | -13.6% |
| 1Y | -16.6% | +94.0% | -110.6% | -30.1% |
| 3Y | +43.3% | +31.3% | +12.1% | +25.8% |
| 5Y | +25.7% | +111.8% | -86.1% | -1.9% |
| All | +462.1% | +33.5% | +428.6% | +270.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling