+164.9%
ASML vs LBRT
+25.4%
+139.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.1% | +4.0% |
| 7D | +1.1% | +8.3% | -7.2% | -0.5% |
| 30D | +2.2% | +6.1% | -3.9% | +0.8% |
| 3M | -2.3% | -34.8% | +32.5% | +5.4% |
| 6M | +23.0% | -24.8% | +47.8% | +27.7% |
| YTD | +61.1% | +12.2% | +48.8% | +52.9% |
| 1Y | +129.1% | +94.0% | +35.1% | +92.4% |
| All | +164.9% | +25.4% | +139.5% | +139.7% |
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