-18.9%
LBRT vs BMRN
+3.2%
-22.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | -0.1% |
| 7D | +13.8% | +1.0% | +12.8% | +13.9% |
| 30D | -32.4% | +4.3% | -36.7% | -32.0% |
| 3M | -39.9% | -19.3% | -20.6% | -40.3% |
| 6M | -60.8% | +7.2% | -68.1% | -60.5% |
| YTD | -29.3% | -4.6% | -24.7% | -28.7% |
| 1Y | -18.9% | +2.5% | -21.4% | -17.8% |
| All | -18.9% | +3.2% | -22.1% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling