+36.3%
LBRT vs BAM
+78.0%
-41.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | +8.7% | -2.0% | +10.7% | +9.7% |
| 30D | +6.6% | -2.9% | +9.5% | +7.8% |
| 3M | -34.5% | +9.4% | -43.9% | -37.9% |
| 6M | -24.5% | +10.8% | -35.2% | -29.7% |
| YTD | +12.7% | -0.4% | +13.2% | +10.3% |
| 1Y | +94.8% | -10.9% | +105.7% | +103.9% |
| 3Y | +31.9% | +61.3% | -29.4% | +5.1% |
| All | +36.3% | +78.0% | -41.6% | +2.6% |
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 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