-37.5%
LBRT vs BLDR
-50.4%
+13.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.5% | +9.9% | +5.9% |
| 7D | -29.1% | -3.7% | -25.5% | -29.0% |
| 30D | -38.4% | +16.8% | -55.2% | -40.2% |
| 3M | -40.1% | -13.7% | -26.3% | -38.9% |
| 6M | -62.9% | -21.9% | -41.0% | -61.8% |
| YTD | -34.5% | -39.2% | +4.7% | -29.3% |
| 1Y | -30.2% | -42.6% | +12.4% | -23.4% |
| 3Y | -37.5% | -50.2% | +12.7% | -29.7% |
| All | -37.5% | -50.4% | +13.0% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling