+136.3%
LBRT vs BMRN
-18.1%
+154.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | +10.2% | -3.8% | +14.0% | +10.8% |
| 30D | +4.9% | -6.5% | +11.4% | +5.8% |
| 3M | -21.2% | +11.2% | -32.5% | -22.6% |
| 6M | -19.9% | +5.8% | -25.7% | -20.9% |
| YTD | +20.8% | +8.4% | +12.4% | +18.7% |
| 1Y | +123.5% | +15.7% | +107.9% | +116.1% |
| 3Y | +30.9% | -28.6% | +59.5% | +34.0% |
| 5Y | +136.3% | -19.6% | +155.9% | +141.3% |
| All | +136.3% | -18.1% | +154.3% | +141.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling