-15.3%
LBRT vs BMRN
-35.3%
+20.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.9% |
| 7D | +9.2% | +2.1% | +7.1% | +8.7% |
| 30D | -27.5% | +3.8% | -31.3% | -28.3% |
| 3M | -37.9% | -16.5% | -21.4% | -35.3% |
| 6M | -60.7% | +6.9% | -67.6% | -61.8% |
| YTD | -28.5% | -3.7% | -24.8% | -29.0% |
| 1Y | -13.2% | +5.6% | -18.8% | -16.5% |
| 3Y | -28.8% | -31.4% | +2.6% | -24.8% |
| 5Y | +28.0% | -30.0% | +57.9% | +29.9% |
| All | -15.3% | -35.3% | +20.0% | -16.8% |
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