+43.0%
LBRT vs BNS
+116.0%
-73.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.9% |
| 7D | +10.2% | -1.3% | +11.5% | +11.6% |
| 30D | +4.9% | +4.0% | +0.9% | -0.2% |
| 3M | -21.2% | +13.8% | -35.0% | -32.2% |
| 6M | -19.9% | +32.7% | -52.6% | -42.8% |
| YTD | +20.8% | +27.6% | -6.8% | -10.0% |
| 1Y | +123.5% | +47.4% | +76.1% | +41.0% |
| 3Y | +30.9% | +129.0% | -98.0% | -52.4% |
| 5Y | +136.3% | +92.7% | +43.6% | +4.8% |
| All | +43.0% | +116.0% | -73.0% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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