-40.7%
BABA vs LBRT
-16.2%
-24.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.1% | -11.8% | -4.6% |
| 7D | +3.8% | -11.9% | +15.7% | +4.9% |
| 30D | -5.4% | -31.9% | +26.6% | -1.9% |
| 3M | -17.9% | -34.9% | +16.9% | -14.8% |
| 6M | -24.1% | -60.7% | +36.6% | -17.0% |
| YTD | -27.4% | -29.2% | +1.8% | -26.5% |
| 1Y | -36.1% | -23.6% | -12.4% | -36.0% |
| 3Y | +35.4% | -26.8% | +62.2% | +32.2% |
| 5Y | -30.1% | +16.3% | -46.4% | -36.6% |
| All | -40.7% | -16.2% | -24.5% | -47.6% |
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