+27.0%
LBRT vs BNS
+130.3%
-103.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +5.0% | +4.5% |
| 7D | +6.9% | +1.8% | +5.1% | +5.9% |
| 30D | +7.8% | +4.5% | +3.3% | +5.2% |
| 3M | -25.3% | +15.8% | -41.0% | -30.8% |
| 6M | -19.6% | +31.5% | -51.0% | -30.9% |
| YTD | +17.2% | +28.6% | -11.5% | +2.2% |
| 1Y | +114.1% | +48.2% | +65.9% | +70.6% |
| 3Y | +27.0% | +130.8% | -103.8% | -24.2% |
| All | +27.0% | +130.3% | -103.3% | -24.2% |
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