+262.6%
AXP vs LBRT
+33.5%
+229.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | -2.1% | +8.7% | -10.8% | -3.9% |
| 30D | -6.5% | +6.6% | -13.1% | -8.1% |
| 3M | +4.6% | -34.5% | +39.1% | +13.0% |
| 6M | +5.4% | -24.5% | +29.9% | +9.1% |
| YTD | -11.1% | +12.7% | -23.8% | -16.9% |
| 1Y | -0.3% | +94.8% | -95.1% | -19.3% |
| 3Y | +111.6% | +31.9% | +79.7% | +80.0% |
| 5Y | +117.6% | +111.8% | +5.7% | +55.9% |
| All | +262.6% | +33.5% | +229.1% | +100.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling