-40.7%
BABA vs LBRT
-14.8%
-26.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -11.2% | +16.1% | +6.1% |
| 7D | +4.3% | -25.3% | +29.6% | +7.3% |
| 30D | -5.0% | -32.9% | +27.9% | -1.1% |
| 3M | -18.4% | -33.3% | +15.0% | -15.3% |
| 6M | -20.3% | -61.0% | +40.7% | -12.6% |
| YTD | -27.5% | -28.0% | +0.5% | -26.6% |
| 1Y | -35.3% | -21.5% | -13.8% | -35.3% |
| 3Y | +31.2% | -31.5% | +62.6% | +29.3% |
| 5Y | -32.1% | +12.3% | -44.4% | -38.1% |
| All | -40.7% | -14.8% | -26.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling