-30.4%
LBRT vs BNS
+148.3%
-178.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.0% |
| 7D | -15.7% | -1.1% | -14.6% | -14.9% |
| 30D | -34.3% | +4.7% | -39.0% | -35.7% |
| 3M | -40.6% | +5.5% | -46.2% | -42.3% |
| 6M | -62.0% | +21.7% | -83.7% | -65.8% |
| YTD | -31.6% | +29.5% | -61.1% | -41.0% |
| 1Y | -25.8% | +41.9% | -67.7% | -39.9% |
| 3Y | -30.4% | +148.5% | -178.9% | -63.5% |
| All | -30.4% | +148.3% | -178.7% | -63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling