+1,059.5%
ANET vs LBRT
+34.6%
+1,024.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +3.9% | -1.2% |
| 7D | -1.3% | +2.3% | -3.6% | -1.6% |
| 30D | -4.5% | -2.9% | -1.6% | -4.2% |
| 3M | +24.5% | -26.1% | +50.7% | +28.8% |
| 6M | +35.4% | -26.2% | +61.5% | +39.5% |
| YTD | +44.2% | +13.7% | +30.6% | +40.1% |
| 1Y | +25.4% | +93.6% | -68.2% | +12.7% |
| 3Y | +284.8% | +23.2% | +261.6% | +260.5% |
| 5Y | +761.7% | +125.5% | +636.2% | +639.7% |
| All | +1,059.5% | +34.6% | +1,024.9% | +838.0% |
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