+606.7%
AVGO vs LBRT
+25.3%
+581.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.4% | +5.5% |
| 7D | +25.0% | +13.8% | +11.1% | +21.8% |
| 30D | +2.0% | -32.4% | +34.4% | +9.4% |
| 3M | -12.3% | -39.9% | +27.6% | -4.0% |
| 6M | -12.8% | -60.8% | +48.0% | +2.0% |
| YTD | +5.9% | -29.3% | +35.1% | +10.1% |
| 1Y | +3.3% | -18.9% | +22.2% | +5.0% |
| 3Y | +293.1% | -28.0% | +321.1% | +289.9% |
| 5Y | +606.7% | +26.6% | +580.1% | +533.5% |
| All | +606.7% | +25.3% | +581.4% | +533.5% |
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 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