-16.2%
LBRT vs BAH
+159.5%
-175.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.6% | +6.5% | +7.7% |
| 7D | -11.9% | -1.5% | -10.4% | -11.8% |
| 30D | -31.9% | +17.3% | -49.2% | -34.8% |
| 3M | -34.9% | +14.9% | -49.7% | -37.6% |
| 6M | -60.7% | +14.2% | -74.9% | -62.6% |
| YTD | -29.2% | +5.1% | -34.3% | -32.3% |
| 1Y | -23.6% | +2.1% | -25.7% | -26.2% |
| 3Y | -26.8% | -26.0% | -0.9% | -26.1% |
| 5Y | +16.3% | +9.0% | +7.4% | -4.4% |
| All | -16.2% | +159.5% | -175.7% | -59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling