+27.0%
LBRT vs BG
+20.0%
+7.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.4% | -0.4% | +1.6% |
| 7D | +6.9% | +2.4% | +4.6% | +5.5% |
| 30D | +7.8% | +15.0% | -7.2% | -0.4% |
| 3M | -25.3% | -0.7% | -24.6% | -25.2% |
| 6M | -19.6% | +7.5% | -27.1% | -22.9% |
| YTD | +17.2% | +41.6% | -24.4% | -3.3% |
| 1Y | +114.1% | +50.7% | +63.4% | +69.6% |
| 3Y | +27.0% | +20.3% | +6.7% | +5.7% |
| All | +27.0% | +20.0% | +7.1% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling