-24.5%
LBRT vs BAM
+2.1%
-26.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.1% |
| 7D | -1.9% | -2.9% | +1.0% | -2.3% |
| 30D | -32.0% | +14.7% | -46.7% | -30.9% |
| 3M | -39.7% | -4.1% | -35.5% | -38.3% |
| 6M | -61.1% | +9.6% | -70.7% | -60.4% |
| YTD | -29.4% | +3.4% | -32.8% | -26.8% |
| 1Y | -24.5% | +1.0% | -25.5% | -20.6% |
| All | -24.5% | +2.1% | -26.6% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling