-46.9%
BABA vs LBRT
-15.3%
-31.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -13.8% | +9.2% | -23.0% | -14.6% |
| 30D | -15.1% | -27.5% | +12.4% | -12.6% |
| 3M | -22.7% | -37.9% | +15.1% | -19.3% |
| 6M | -34.7% | -60.7% | +26.0% | -28.6% |
| YTD | -35.0% | -28.5% | -6.5% | -34.3% |
| 1Y | -40.4% | -13.2% | -27.2% | -41.2% |
| 3Y | +21.9% | -28.8% | +50.7% | +19.4% |
| 5Y | -39.9% | +28.0% | -67.8% | -46.0% |
| All | -46.9% | -15.3% | -31.5% | -53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling