-18.9%
LBRT vs BNS
+42.5%
-61.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +13.8% | +1.0% | +12.9% | +13.5% |
| 30D | -32.4% | +2.7% | -35.1% | -32.4% |
| 3M | -39.9% | +3.5% | -43.4% | -40.1% |
| 6M | -60.8% | +22.1% | -82.9% | -61.9% |
| YTD | -29.3% | +29.5% | -58.8% | -31.3% |
| 1Y | -18.9% | +40.7% | -59.6% | -24.5% |
| All | -18.9% | +42.5% | -61.4% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling