+38.7%
LBRT vs BLDR
+182.1%
-143.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.9% | +8.8% | +5.8% |
| 7D | +6.9% | -0.3% | +7.3% | +6.9% |
| 30D | +7.8% | -16.2% | +24.0% | +14.4% |
| 3M | -25.3% | -14.4% | -10.8% | -23.0% |
| 6M | -19.6% | -32.8% | +13.2% | -10.6% |
| YTD | +17.2% | -39.2% | +56.3% | +33.7% |
| 1Y | +114.1% | -57.7% | +171.8% | +183.2% |
| 3Y | +27.0% | -55.3% | +82.3% | +51.4% |
| 5Y | +128.3% | +15.6% | +112.7% | +51.9% |
| All | +38.7% | +182.1% | -143.4% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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