-26.9%
AKAM vs LBRT
-28.3%
+1.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.1% | -11.5% | -4.8% |
| 7D | -7.4% | -11.9% | +4.5% | -5.5% |
| 30D | -24.9% | -31.9% | +7.0% | -20.1% |
| 3M | -27.4% | -34.9% | +7.5% | -22.1% |
| 6M | -45.6% | -60.7% | +15.0% | -37.9% |
| YTD | -8.0% | -29.2% | +21.2% | -2.1% |
| 1Y | -4.1% | -23.6% | +19.5% | +0.8% |
| 3Y | -26.9% | -26.8% | 0.0% | -27.5% |
| All | -26.9% | -28.3% | +1.4% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling