-29.7%
LBRT vs BG
+5.0%
-34.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +2.8% |
| 7D | -1.9% | +3.4% | -5.3% | -3.6% |
| 30D | -32.0% | -3.8% | -28.3% | -30.8% |
| 3M | -39.7% | -9.6% | -30.1% | -36.9% |
| 6M | -61.1% | -19.5% | -41.6% | -56.6% |
| YTD | -29.4% | +14.6% | -44.0% | -35.4% |
| 1Y | -24.5% | +6.6% | -31.1% | -28.3% |
| All | -29.7% | +5.0% | -34.7% | -36.6% |
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