+22.1%
LBRT vs BAH
-32.2%
+54.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.5% |
| 7D | +8.7% | -3.2% | +12.0% | +8.9% |
| 30D | +6.6% | +2.0% | +4.6% | +6.5% |
| 3M | -34.5% | -7.6% | -26.8% | -33.8% |
| 6M | -24.5% | -5.7% | -18.8% | -24.0% |
| YTD | +12.7% | -11.7% | +24.4% | +13.0% |
| 1Y | +94.8% | -27.4% | +122.2% | +100.7% |
| All | +22.1% | -32.2% | +54.3% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling