+62.0%
AKAM vs LBRT
+38.7%
+23.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.6% | +0.1% |
| 7D | -0.8% | +6.9% | -7.7% | -1.3% |
| 30D | -4.5% | +7.8% | -12.3% | -5.0% |
| 3M | -25.6% | -25.3% | -0.3% | -24.2% |
| 6M | +5.7% | -19.6% | +25.3% | +7.1% |
| YTD | +21.0% | +17.2% | +3.9% | +19.5% |
| 1Y | +33.9% | +114.1% | -80.2% | +26.3% |
| 3Y | +0.9% | +27.0% | -26.1% | -3.1% |
| 5Y | -6.9% | +128.3% | -135.2% | -14.2% |
| All | +62.0% | +38.7% | +23.2% | +54.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling