-36.2%
BABA vs LBRT
+33.5%
-69.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | -4.8% | +8.7% | -13.5% | -5.7% |
| 30D | -11.9% | +6.6% | -18.5% | -12.7% |
| 3M | -9.3% | -34.5% | +25.2% | -5.5% |
| 6M | -14.2% | -24.5% | +10.2% | -12.5% |
| YTD | -22.0% | +12.7% | -34.8% | -24.4% |
| 1Y | -12.7% | +94.8% | -107.6% | -21.2% |
| 3Y | +26.7% | +31.9% | -5.2% | +16.6% |
| 5Y | -29.3% | +111.8% | -141.2% | -39.6% |
| All | -36.2% | +33.5% | -69.7% | -46.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling