+27.0%
LBRT vs BTG
+101.2%
-74.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.9% | +6.8% | +4.2% |
| 7D | +6.9% | +4.8% | +2.1% | +6.4% |
| 30D | +7.8% | +8.3% | -0.6% | +6.7% |
| 3M | -25.3% | +32.3% | -57.6% | -27.9% |
| 6M | -19.6% | +3.0% | -22.5% | -20.3% |
| YTD | +17.2% | +21.9% | -4.8% | +12.5% |
| 1Y | +114.1% | +28.2% | +85.9% | +99.0% |
| 3Y | +27.0% | +99.9% | -72.9% | +4.3% |
| All | +27.0% | +101.2% | -74.2% | +4.3% |
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 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