+33.5%
LBRT vs BLDR
+196.6%
-163.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +0.5% |
| 7D | +8.7% | -2.8% | +11.6% | +9.8% |
| 30D | +6.6% | -13.3% | +19.9% | +11.7% |
| 3M | -34.5% | -12.3% | -22.2% | -32.9% |
| 6M | -24.5% | -31.5% | +7.0% | -16.5% |
| YTD | +12.7% | -36.1% | +48.8% | +26.3% |
| 1Y | +94.8% | -54.1% | +148.9% | +149.4% |
| 3Y | +31.9% | -55.8% | +87.6% | +58.1% |
| 5Y | +111.8% | +20.7% | +91.1% | +39.0% |
| All | +33.5% | +196.6% | -163.1% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling