+35.9%
LBRT vs BG
+128.3%
-92.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +2.3% |
| 7D | +1.8% | +3.1% | -1.3% | -0.6% |
| 30D | -2.5% | +10.2% | -12.7% | -9.7% |
| 3M | -24.9% | -1.7% | -23.2% | -24.3% |
| 6M | -29.5% | +1.0% | -30.4% | -30.8% |
| YTD | +14.7% | +39.9% | -25.2% | -12.3% |
| 1Y | +91.7% | +53.2% | +38.5% | +34.8% |
| 3Y | +24.6% | +16.3% | +8.3% | +5.1% |
| 5Y | +127.7% | +83.9% | +43.8% | +28.5% |
| All | +35.9% | +128.3% | -92.4% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling