+51.0%
ASML vs LBRT
-23.4%
+74.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +0.9% |
| 7D | +2.5% | -1.9% | +4.4% | +3.0% |
| 30D | -12.2% | -32.0% | +19.8% | -4.4% |
| 3M | -14.6% | -39.7% | +25.1% | -4.8% |
| 6M | -1.7% | -61.1% | +59.3% | +18.0% |
| YTD | +44.3% | -29.4% | +73.7% | +42.6% |
| 1Y | +51.0% | -24.5% | +75.5% | +47.3% |
| All | +51.0% | -23.4% | +74.4% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling