+35.7%
LBRT vs BAM
+78.0%
-42.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | +8.3% | -2.0% | +10.2% | +9.2% |
| 30D | +6.1% | -2.9% | +9.1% | +7.3% |
| 3M | -34.8% | +9.4% | -44.1% | -38.2% |
| 6M | -24.8% | +10.8% | -35.6% | -30.0% |
| YTD | +12.2% | -0.4% | +12.7% | +9.8% |
| 1Y | +94.0% | -10.9% | +104.8% | +103.0% |
| 3Y | +31.3% | +61.3% | -30.0% | +4.6% |
| All | +35.7% | +78.0% | -42.2% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling