+244.4%
AVGO vs LBRT
-38.0%
+282.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.6% | -0.4% |
| 7D | -9.9% | -29.1% | +19.2% | -3.4% |
| 30D | -22.0% | -38.4% | +16.4% | -13.9% |
| 3M | -30.0% | -40.1% | +10.0% | -22.6% |
| 6M | -30.7% | -62.9% | +32.2% | -16.6% |
| YTD | -14.7% | -34.5% | +19.8% | -9.7% |
| 1Y | -16.8% | -30.2% | +13.4% | -13.0% |
| 3Y | +244.4% | -37.5% | +281.9% | +254.6% |
| All | +244.4% | -38.0% | +282.4% | +254.6% |
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