-19.0%
LBRT vs BIDU
-68.2%
+49.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.1% |
| 7D | -15.7% | +3.6% | -19.2% | -16.4% |
| 30D | -34.3% | -6.6% | -27.7% | -33.4% |
| 3M | -40.6% | -27.2% | -13.4% | -36.8% |
| 6M | -62.0% | -43.5% | -18.5% | -57.5% |
| YTD | -31.6% | -39.0% | +7.4% | -25.5% |
| 1Y | -25.8% | -39.8% | +14.0% | -19.0% |
| 3Y | -30.4% | -24.8% | -5.6% | -30.5% |
| 5Y | +18.7% | -50.7% | +69.3% | +22.5% |
| All | -19.0% | -68.2% | +49.1% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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