+276.6%
AVGO vs LBRT
-28.0%
+304.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.7% | +3.2% |
| 7D | +6.1% | -1.9% | +8.0% | +6.6% |
| 30D | -2.7% | -32.0% | +29.4% | +5.2% |
| 3M | -16.9% | -39.7% | +22.8% | -8.2% |
| 6M | -19.1% | -61.1% | +41.9% | -3.6% |
| YTD | +0.3% | -29.4% | +29.7% | +4.4% |
| 1Y | -1.2% | -24.5% | +23.3% | +1.5% |
| All | +276.6% | -28.0% | +304.6% | +279.3% |
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 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