+6.5%
LBRT vs BAH
+8.3%
-1.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.4% | +9.8% | +5.9% |
| 7D | -29.1% | -3.5% | -25.6% | -28.9% |
| 30D | -38.4% | +24.3% | -62.6% | -40.4% |
| 3M | -40.1% | +16.3% | -56.4% | -41.6% |
| 6M | -62.9% | +13.6% | -76.5% | -63.8% |
| YTD | -34.5% | +3.5% | -38.0% | -35.9% |
| 1Y | -30.2% | +2.7% | -32.9% | -31.5% |
| 3Y | -37.5% | -26.6% | -10.9% | -37.9% |
| All | +6.5% | +8.3% | -1.7% | -17.6% |
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