+33.5%
LBRT vs BTG
+132.3%
-98.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.7% |
| 7D | +8.7% | -0.9% | +9.6% | +8.8% |
| 30D | +6.6% | +36.8% | -30.2% | -0.4% |
| 3M | -34.5% | +23.1% | -57.6% | -37.6% |
| 6M | -24.5% | +3.5% | -28.0% | -26.4% |
| YTD | +12.7% | +25.5% | -12.8% | +4.4% |
| 1Y | +94.8% | +40.1% | +54.8% | +73.6% |
| 3Y | +31.9% | +101.1% | -69.3% | +3.9% |
| 5Y | +111.8% | +70.6% | +41.2% | +71.4% |
| All | +33.5% | +132.3% | -98.8% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling