+33.5%
LBRT vs BAH
+117.9%
-84.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | +8.3% | -3.2% | +11.5% | +9.2% |
| 30D | +6.1% | +2.0% | +4.1% | +5.5% |
| 3M | -34.8% | -7.6% | -27.1% | -33.6% |
| 6M | -24.8% | -5.7% | -19.2% | -24.6% |
| YTD | +12.2% | -11.7% | +24.0% | +12.9% |
| 1Y | +94.0% | -27.4% | +121.4% | +107.8% |
| 3Y | +31.3% | -32.5% | +63.8% | +33.9% |
| 5Y | +111.8% | -3.3% | +115.2% | +78.5% |
| All | +33.5% | +117.9% | -84.4% | -31.4% |
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