-27.7%
BABA vs LBRT
+1.0%
-28.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.7% | +16.3% | +4.3% |
| 7D | +8.6% | -34.8% | +43.4% | +13.8% |
| 30D | -1.1% | -43.6% | +42.5% | +5.5% |
| 3M | -15.9% | -41.2% | +25.3% | -11.1% |
| 6M | -17.5% | -66.1% | +48.5% | -6.7% |
| YTD | -25.6% | -37.9% | +12.3% | -23.8% |
| 1Y | -33.8% | -33.9% | +0.1% | -33.0% |
| 3Y | +34.6% | -40.9% | +75.5% | +32.4% |
| 5Y | -27.7% | +2.1% | -29.8% | -36.1% |
| All | -27.7% | +1.0% | -28.7% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling