-22.5%
LBRT vs BAH
+155.5%
-177.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.4% | +9.8% | +6.4% |
| 7D | -29.1% | -3.5% | -25.6% | -28.7% |
| 30D | -38.4% | +24.3% | -62.6% | -41.9% |
| 3M | -40.1% | +16.3% | -56.4% | -42.8% |
| 6M | -62.9% | +13.6% | -76.5% | -64.7% |
| YTD | -34.5% | +3.5% | -38.0% | -37.2% |
| 1Y | -30.2% | +2.7% | -32.9% | -32.9% |
| 3Y | -37.5% | -26.6% | -10.9% | -36.8% |
| 5Y | +7.6% | +8.5% | -0.9% | -11.7% |
| All | -22.5% | +155.5% | -177.9% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling