-38.4%
BABA vs LBRT
-22.5%
-15.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.1% | +0.7% |
| 7D | +11.6% | -29.1% | +40.8% | +15.3% |
| 30D | +2.3% | -38.4% | +40.7% | +7.2% |
| 3M | -13.7% | -40.1% | +26.4% | -9.5% |
| 6M | -21.9% | -62.9% | +41.0% | -14.1% |
| YTD | -24.6% | -34.5% | +9.9% | -23.0% |
| 1Y | -34.1% | -30.2% | -3.9% | -33.3% |
| 3Y | +36.3% | -37.5% | +73.7% | +35.4% |
| 5Y | -26.7% | +7.6% | -34.3% | -32.9% |
| All | -38.4% | -22.5% | -15.9% | -45.1% |
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