+38.7%
LBRT vs BIDU
-63.0%
+101.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -7.0% | +10.9% | +5.4% |
| 7D | +6.9% | -2.4% | +9.4% | +7.4% |
| 30D | +7.8% | -15.6% | +23.4% | +11.4% |
| 3M | -25.3% | -22.3% | -3.0% | -21.6% |
| 6M | -19.6% | -22.3% | +2.7% | -16.3% |
| YTD | +17.2% | -29.2% | +46.3% | +23.9% |
| 1Y | +114.1% | -14.8% | +128.9% | +115.3% |
| 3Y | +27.0% | -31.8% | +58.8% | +30.1% |
| 5Y | +128.3% | -43.1% | +171.4% | +128.7% |
| All | +38.7% | -63.0% | +101.8% | +14.8% |
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