+84.2%
ASML vs LBRT
+8.5%
+75.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -11.2% | +7.6% | -1.2% |
| 7D | -10.0% | -25.3% | +15.3% | -4.5% |
| 30D | -19.4% | -32.9% | +13.4% | -12.7% |
| 3M | -12.5% | -33.3% | +20.8% | -5.2% |
| 6M | +8.2% | -61.0% | +69.2% | +29.2% |
| YTD | +40.7% | -28.0% | +68.7% | +46.4% |
| 1Y | +46.1% | -21.5% | +67.6% | +49.1% |
| 3Y | +138.5% | -31.5% | +170.0% | +138.1% |
| 5Y | +84.2% | +12.3% | +71.8% | +65.1% |
| All | +84.2% | +8.5% | +75.6% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling