+257.9%
AXP vs LBRT
-22.5%
+280.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.6% | -2.4% |
| 7D | +0.6% | -29.1% | +29.7% | +7.4% |
| 30D | +5.8% | -38.4% | +44.2% | +16.0% |
| 3M | -6.0% | -40.1% | +34.0% | +3.1% |
| 6M | +0.3% | -62.9% | +63.2% | +20.4% |
| YTD | -12.3% | -34.5% | +22.3% | -9.1% |
| 1Y | -11.2% | -30.2% | +19.0% | -9.7% |
| 3Y | +117.0% | -37.5% | +154.5% | +115.0% |
| 5Y | +93.2% | +7.6% | +85.6% | +59.7% |
| All | +257.9% | -22.5% | +280.4% | +119.5% |
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 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