-40.4%
BABA vs LBRT
-17.1%
-23.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -13.8% | +9.2% | -23.0% | -13.7% |
| 30D | -15.1% | -27.5% | +12.4% | -14.5% |
| 3M | -22.7% | -37.9% | +15.1% | -21.7% |
| 6M | -34.7% | -60.7% | +26.0% | -33.3% |
| YTD | -35.0% | -28.5% | -6.5% | -36.6% |
| 1Y | -40.4% | -13.2% | -27.2% | -43.9% |
| All | -40.4% | -17.1% | -23.3% | -43.9% |
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