+767.5%
AAPL vs LBRT
-16.2%
+783.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +3.2% | +13.8% | -10.6% | +1.8% |
| 30D | +4.1% | -32.4% | +36.5% | +7.8% |
| 3M | +17.5% | -39.9% | +57.4% | +23.0% |
| 6M | +20.6% | -60.8% | +81.4% | +31.2% |
| YTD | +31.0% | -29.3% | +60.3% | +32.2% |
| 1Y | +30.2% | -18.9% | +49.1% | +29.1% |
| 3Y | +92.9% | -28.0% | +120.8% | +87.6% |
| 5Y | +142.4% | +26.6% | +115.8% | +116.2% |
| All | +767.5% | -16.2% | +783.8% | +602.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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