-28.8%
LBRT vs BMRN
-31.2%
+2.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +1.0% |
| 7D | +9.2% | +2.1% | +7.1% | +9.0% |
| 30D | -27.5% | +3.8% | -31.3% | -27.8% |
| 3M | -37.9% | -16.5% | -21.4% | -36.6% |
| 6M | -60.7% | +6.9% | -67.6% | -61.3% |
| YTD | -28.5% | -3.7% | -24.8% | -28.5% |
| 1Y | -13.2% | +5.6% | -18.8% | -15.1% |
| 3Y | -28.8% | -31.4% | +2.6% | -33.8% |
| All | -28.8% | -31.2% | +2.4% | -33.8% |
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 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