+270.8%
AXP vs LBRT
-14.8%
+285.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -11.2% | +13.4% | +4.5% |
| 7D | +4.6% | -25.3% | +29.9% | +10.7% |
| 30D | +9.7% | -32.9% | +42.6% | +18.4% |
| 3M | -3.8% | -33.3% | +29.5% | +3.4% |
| 6M | +4.8% | -61.0% | +65.8% | +24.7% |
| YTD | -9.1% | -28.0% | +18.9% | -7.5% |
| 1Y | -6.7% | -21.5% | +14.8% | -7.3% |
| 3Y | +125.2% | -31.5% | +156.7% | +119.4% |
| 5Y | +105.0% | +12.3% | +92.6% | +68.4% |
| All | +270.8% | -14.8% | +285.6% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling