+727.2%
ASML vs LBRT
-26.4%
+753.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.7% | +4.4% | -6.9% |
| 7D | -19.0% | -34.8% | +15.8% | -12.9% |
| 30D | -25.9% | -43.6% | +17.7% | -18.3% |
| 3M | -19.1% | -41.2% | +22.2% | -11.5% |
| 6M | -5.7% | -66.1% | +60.3% | +12.2% |
| YTD | +27.6% | -37.9% | +65.4% | +35.8% |
| 1Y | +30.8% | -33.9% | +64.7% | +37.6% |
| 3Y | +116.2% | -40.9% | +157.1% | +122.9% |
| 5Y | +67.7% | +2.1% | +65.6% | +53.9% |
| All | +727.2% | -26.4% | +753.6% | +560.2% |
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