-40.7%
LBRT vs BAM
+84.2%
-124.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -3.0% | -10.6% | -12.3% |
| 7D | -34.8% | +7.9% | -42.7% | -37.5% |
| 30D | -43.6% | +16.0% | -59.6% | -48.1% |
| 3M | -41.2% | +0.6% | -41.9% | -42.0% |
| 6M | -66.1% | +10.5% | -76.6% | -68.5% |
| YTD | -37.9% | +3.2% | -41.1% | -40.8% |
| 1Y | -33.9% | +1.0% | -34.9% | -36.1% |
| All | -40.7% | +84.2% | -124.8% | -57.6% |
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