-22.5%
LBRT vs BIDU
-67.3%
+44.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.4% | +4.7% |
| 7D | -29.1% | +7.2% | -36.3% | -30.2% |
| 30D | -38.4% | -4.0% | -34.4% | -37.9% |
| 3M | -40.1% | -25.1% | -14.9% | -36.5% |
| 6M | -62.9% | -41.8% | -21.1% | -58.7% |
| YTD | -34.5% | -37.3% | +2.8% | -29.0% |
| 1Y | -30.2% | -35.6% | +5.3% | -25.0% |
| 3Y | -37.5% | -24.5% | -13.0% | -37.6% |
| 5Y | +7.6% | -48.3% | +55.9% | +9.7% |
| All | -22.5% | -67.3% | +44.8% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling