+768.7%
ASML vs LBRT
-22.5%
+791.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.4% | -0.4% | +4.1% |
| 7D | -9.0% | -29.1% | +20.1% | -3.5% |
| 30D | -21.0% | -38.4% | +17.4% | -14.2% |
| 3M | -16.3% | -40.1% | +23.8% | -8.8% |
| 6M | -7.5% | -62.9% | +55.4% | +8.4% |
| YTD | +34.0% | -34.5% | +68.5% | +41.3% |
| 1Y | +39.3% | -30.2% | +69.5% | +45.1% |
| 3Y | +128.9% | -37.5% | +166.3% | +133.7% |
| 5Y | +76.1% | +7.6% | +68.5% | +60.2% |
| All | +768.7% | -22.5% | +791.2% | +587.1% |
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