+31.4%
LBRT vs BAH
+6.1%
+25.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +9.2% | +1.7% | +7.5% | +9.0% |
| 30D | -27.5% | +20.8% | -48.3% | -29.5% |
| 3M | -37.9% | +11.6% | -49.5% | -39.0% |
| 6M | -60.7% | +23.1% | -83.8% | -62.2% |
| YTD | -28.5% | +5.3% | -33.8% | -30.2% |
| 1Y | -13.2% | +6.1% | -19.4% | -15.4% |
| 3Y | -28.8% | -27.5% | -1.3% | -28.3% |
| All | +31.4% | +6.1% | +25.3% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling