-16.2%
LBRT vs BLDR
+197.4%
-213.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.5% | +2.6% | +6.1% |
| 7D | -11.9% | -2.7% | -9.2% | -11.5% |
| 30D | -31.9% | +24.8% | -56.8% | -38.6% |
| 3M | -34.9% | -11.7% | -23.2% | -33.7% |
| 6M | -60.7% | -14.8% | -45.9% | -60.4% |
| YTD | -29.2% | -35.9% | +6.7% | -22.5% |
| 1Y | -23.6% | -39.7% | +16.1% | -14.5% |
| 3Y | -26.8% | -45.6% | +18.7% | -21.0% |
| 5Y | +16.3% | -2.5% | +18.9% | -15.8% |
| All | -16.2% | +197.4% | -213.6% | -69.9% |
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