+43.0%
LBRT vs BTG
+129.4%
-86.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.8% |
| 7D | +10.2% | +2.4% | +7.8% | +9.6% |
| 30D | +4.9% | +9.5% | -4.6% | +2.8% |
| 3M | -21.2% | +38.5% | -59.7% | -26.8% |
| 6M | -19.9% | +5.6% | -25.6% | -22.2% |
| YTD | +20.8% | +23.9% | -3.2% | +12.1% |
| 1Y | +123.5% | +32.1% | +91.4% | +101.7% |
| 3Y | +30.9% | +103.2% | -72.3% | +2.8% |
| 5Y | +136.3% | +79.7% | +56.6% | +89.5% |
| All | +43.0% | +129.4% | -86.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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