-35.3%
BABA vs LBRT
-25.0%
-10.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -11.2% | +16.1% | +5.0% |
| 7D | +4.3% | -25.3% | +29.6% | +4.9% |
| 30D | -5.0% | -32.9% | +27.9% | -4.1% |
| 3M | -18.4% | -33.3% | +15.0% | -17.7% |
| 6M | -20.3% | -61.0% | +40.7% | -18.6% |
| YTD | -27.5% | -28.0% | +0.5% | -29.0% |
| 1Y | -35.3% | -21.5% | -13.8% | -37.8% |
| All | -35.3% | -25.0% | -10.3% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling