-23.2%
LBRT vs BAH
+2.1%
-25.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.6% | +6.5% | +8.4% |
| 7D | -11.9% | -1.5% | -10.4% | -12.1% |
| 30D | -31.9% | +17.3% | -49.2% | -30.2% |
| 3M | -34.9% | +14.9% | -49.7% | -33.1% |
| 6M | -60.7% | +14.2% | -74.9% | -58.9% |
| YTD | -29.2% | +5.1% | -34.3% | -30.9% |
| All | -23.2% | +2.1% | -25.3% | -22.1% |
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 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