-12.7%
BABA vs LBRT
+100.7%
-113.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.2% |
| 7D | -4.8% | +8.3% | -13.0% | -5.3% |
| 30D | -11.9% | +6.1% | -18.0% | -12.4% |
| 3M | -9.3% | -34.8% | +25.5% | -6.8% |
| 6M | -14.2% | -24.8% | +10.6% | -13.2% |
| YTD | -22.0% | +12.2% | -34.3% | -24.7% |
| 1Y | -12.7% | +94.0% | -106.7% | -15.0% |
| All | -12.7% | +100.7% | -113.4% | -15.0% |
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 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