+33.5%
LBRT vs BIDU
-60.3%
+93.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +0.6% |
| 7D | +8.7% | +2.4% | +6.3% | +8.1% |
| 30D | +6.6% | -10.5% | +17.1% | +8.9% |
| 3M | -34.5% | -26.2% | -8.3% | -30.3% |
| 6M | -24.5% | -16.4% | -8.1% | -22.6% |
| YTD | +12.7% | -23.9% | +36.6% | +17.5% |
| 1Y | +94.8% | +1.3% | +93.6% | +88.6% |
| 3Y | +31.9% | -32.1% | +63.9% | +35.6% |
| 5Y | +111.8% | -39.0% | +150.8% | +109.4% |
| All | +33.5% | -60.3% | +93.7% | +8.9% |
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