+94.0%
LBRT vs BAH
-28.2%
+122.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +0.9% |
| 7D | +8.3% | -3.2% | +11.5% | +8.0% |
| 30D | +6.1% | +2.0% | +4.1% | +6.4% |
| 3M | -34.8% | -7.6% | -27.1% | -34.0% |
| 6M | -24.8% | -5.7% | -19.2% | -23.9% |
| YTD | +12.2% | -11.7% | +24.0% | +11.1% |
| 1Y | +94.0% | -27.4% | +121.4% | +101.2% |
| All | +94.0% | -28.2% | +122.2% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling