+262.4%
AXP vs LBRT
-26.4%
+288.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.7% | +11.4% | +0.6% |
| 7D | +0.4% | -34.8% | +35.2% | +9.1% |
| 30D | +7.0% | -43.6% | +50.6% | +19.6% |
| 3M | -6.6% | -41.2% | +34.6% | +2.9% |
| 6M | +3.5% | -66.1% | +69.5% | +26.6% |
| YTD | -11.2% | -37.9% | +26.7% | -6.9% |
| 1Y | -10.2% | -33.9% | +23.7% | -7.5% |
| 3Y | +120.0% | -40.9% | +160.9% | +120.7% |
| 5Y | +95.6% | +2.1% | +93.5% | +63.6% |
| All | +262.4% | -26.4% | +288.8% | +124.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling