-16.2%
LBRT vs BMRN
-35.9%
+19.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.9% |
| 7D | +13.8% | +1.0% | +12.8% | +13.6% |
| 30D | -32.4% | +4.3% | -36.7% | -33.2% |
| 3M | -39.9% | -19.3% | -20.6% | -36.8% |
| 6M | -60.8% | +7.2% | -68.1% | -62.0% |
| YTD | -29.3% | -4.6% | -24.7% | -29.6% |
| 1Y | -18.9% | +2.5% | -21.4% | -21.3% |
| 3Y | -28.0% | -32.5% | +4.5% | -23.6% |
| 5Y | +26.6% | -30.6% | +57.2% | +28.8% |
| All | -16.2% | -35.9% | +19.7% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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