+1,622.6%
AVGO vs LBRT
+33.5%
+1,589.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -3.0% | +8.3% | -11.2% | -4.2% |
| 30D | -14.4% | +6.1% | -20.6% | -15.4% |
| 3M | -14.4% | -34.8% | +20.3% | -9.0% |
| 6M | +13.1% | -24.8% | +38.0% | +16.9% |
| YTD | +3.8% | +12.2% | -8.4% | 0.0% |
| 1Y | +17.8% | +94.0% | -76.2% | +3.0% |
| 3Y | +325.3% | +31.3% | +294.0% | +284.4% |
| 5Y | +689.9% | +111.8% | +578.1% | +537.3% |
| All | +1,622.6% | +33.5% | +1,589.1% | +1,038.0% |
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