+117.0%
AXP vs LBRT
+114.2%
+2.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | -2.1% | +8.3% | -10.4% | -3.6% |
| 30D | -6.5% | +6.1% | -12.7% | -7.8% |
| 3M | +4.6% | -34.8% | +39.4% | +12.2% |
| 6M | +5.4% | -24.8% | +30.3% | +8.7% |
| YTD | -11.1% | +12.2% | -23.3% | -16.8% |
| 1Y | -0.3% | +94.0% | -94.3% | -19.1% |
| 3Y | +111.6% | +31.3% | +80.3% | +80.1% |
| All | +117.0% | +114.2% | +2.8% | +52.3% |
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