+33.5%
LBRT vs BNS
+120.0%
-86.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +2.7% |
| 7D | +8.7% | +1.5% | +7.2% | +6.8% |
| 30D | +6.6% | +6.0% | +0.7% | -0.5% |
| 3M | -34.5% | +16.3% | -50.8% | -44.8% |
| 6M | -24.5% | +28.8% | -53.3% | -44.1% |
| YTD | +12.7% | +30.0% | -17.2% | -17.5% |
| 1Y | +94.8% | +50.7% | +44.1% | +20.0% |
| 3Y | +31.9% | +125.4% | -93.5% | -51.0% |
| 5Y | +111.8% | +94.2% | +17.6% | -6.5% |
| All | +33.5% | +120.0% | -86.5% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling