+33.5%
LBRT vs BG
+121.4%
-87.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.3% |
| 7D | +8.7% | +2.8% | +5.9% | +6.4% |
| 30D | +6.6% | +12.0% | -5.4% | -2.4% |
| 3M | -34.5% | -7.7% | -26.8% | -30.7% |
| 6M | -24.5% | +4.5% | -29.0% | -27.9% |
| YTD | +12.7% | +35.7% | -23.0% | -11.8% |
| 1Y | +94.8% | +50.1% | +44.8% | +38.7% |
| 3Y | +31.9% | +12.6% | +19.2% | +13.7% |
| 5Y | +111.8% | +75.4% | +36.4% | +24.0% |
| All | +33.5% | +121.4% | -87.9% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling