-28.8%
LBRT vs BTG
+82.1%
-110.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +9.2% | -9.1% | +18.3% | +10.1% |
| 30D | -27.5% | -1.6% | -25.9% | -27.4% |
| 3M | -37.9% | -2.8% | -35.1% | -37.8% |
| 6M | -60.7% | -7.6% | -53.1% | -60.7% |
| YTD | -28.5% | +10.2% | -38.7% | -30.5% |
| 1Y | -13.2% | +21.3% | -34.5% | -16.7% |
| 3Y | -28.8% | +82.7% | -111.5% | -41.2% |
| All | -28.8% | +82.1% | -110.9% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling