+61.4%
AKAM vs LBRT
+33.5%
+27.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | -2.1% | +8.7% | -10.8% | -2.8% |
| 30D | -13.9% | +6.6% | -20.5% | -14.4% |
| 3M | -33.8% | -34.5% | +0.7% | -31.9% |
| 6M | +2.2% | -24.5% | +26.7% | +4.0% |
| YTD | +20.6% | +12.7% | +7.9% | +19.4% |
| 1Y | +36.3% | +94.8% | -58.5% | +29.4% |
| 3Y | -0.1% | +31.9% | -32.0% | -4.2% |
| 5Y | -7.5% | +111.8% | -119.4% | -14.4% |
| All | +61.4% | +33.5% | +27.9% | +54.4% |
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