+944.2%
ASML vs LBRT
+33.5%
+910.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.1% | +4.0% |
| 7D | +1.1% | +8.3% | -7.2% | -0.3% |
| 30D | +2.2% | +6.1% | -3.9% | +1.0% |
| 3M | -2.3% | -34.8% | +32.5% | +4.1% |
| 6M | +23.0% | -24.8% | +47.8% | +27.1% |
| YTD | +61.1% | +12.2% | +48.8% | +55.1% |
| 1Y | +129.1% | +94.0% | +35.1% | +99.2% |
| 3Y | +165.4% | +31.3% | +134.1% | +138.9% |
| 5Y | +109.5% | +111.8% | -2.4% | +69.0% |
| All | +944.2% | +33.5% | +910.7% | +653.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling