+95.6%
AXP vs LBRT
+1.0%
+94.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.7% | +11.4% | +0.2% |
| 7D | +0.4% | -34.8% | +35.2% | +7.8% |
| 30D | +7.0% | -43.6% | +50.6% | +17.7% |
| 3M | -6.6% | -41.2% | +34.6% | +1.5% |
| 6M | +3.5% | -66.1% | +69.5% | +23.7% |
| YTD | -11.2% | -37.9% | +26.7% | -8.6% |
| 1Y | -10.2% | -33.9% | +23.7% | -9.3% |
| 3Y | +120.0% | -40.9% | +160.9% | +114.9% |
| 5Y | +95.6% | +2.1% | +93.5% | +59.8% |
| All | +95.6% | +1.0% | +94.6% | +59.8% |
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 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