-20.8%
LBRT vs BAM
+86.2%
-107.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.4% | +5.0% |
| 7D | -29.1% | +9.7% | -38.9% | -32.4% |
| 30D | -38.4% | +19.0% | -57.4% | -43.7% |
| 3M | -40.1% | +0.6% | -40.6% | -40.8% |
| 6M | -62.9% | +11.1% | -74.0% | -65.4% |
| YTD | -34.5% | +4.2% | -38.7% | -37.7% |
| 1Y | -30.2% | +3.3% | -33.5% | -33.3% |
| 3Y | -37.5% | +88.8% | -126.2% | -53.4% |
| All | -20.8% | +86.2% | -107.0% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling