+1.8%
CMCSA vs LBRT
-25.0%
+26.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -11.2% | +16.2% | +4.3% |
| 7D | +15.2% | -25.3% | +40.5% | +13.8% |
| 30D | +17.0% | -32.9% | +49.9% | +15.6% |
| 3M | +1.2% | -33.3% | +34.6% | -0.1% |
| 6M | -5.5% | -61.0% | +55.5% | -7.4% |
| YTD | -6.5% | -28.0% | +21.5% | -3.2% |
| 1Y | +1.8% | -21.5% | +23.3% | +7.1% |
| All | +1.8% | -25.0% | +26.8% | +7.1% |
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 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