-26.8%
LBRT vs BAM
+93.4%
-120.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.3% | +5.8% | +7.1% |
| 7D | -11.9% | +5.3% | -17.2% | -14.0% |
| 30D | -31.9% | +18.1% | -50.0% | -37.7% |
| 3M | -34.9% | +4.2% | -39.1% | -36.7% |
| 6M | -60.7% | +11.1% | -71.7% | -63.4% |
| YTD | -29.2% | +6.6% | -35.8% | -33.4% |
| 1Y | -23.6% | +6.2% | -29.8% | -28.1% |
| 3Y | -26.8% | +95.0% | -121.9% | -45.6% |
| All | -26.8% | +93.4% | -120.2% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling