+27.0%
LBRT vs BMRN
-28.8%
+55.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.9% | +6.8% | +4.2% |
| 7D | +6.9% | -0.3% | +7.3% | +6.9% |
| 30D | +7.8% | +1.3% | +6.5% | +7.6% |
| 3M | -25.3% | +14.3% | -39.5% | -26.3% |
| 6M | -19.6% | +5.7% | -25.3% | -19.9% |
| YTD | +17.2% | +8.7% | +8.4% | +16.0% |
| 1Y | +114.1% | +14.6% | +99.4% | +109.5% |
| 3Y | +27.0% | -28.3% | +55.4% | +30.9% |
| All | +27.0% | -28.8% | +55.8% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling