-20.1%
CMCSA vs LBRT
-16.2%
-3.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -0.6% | +13.8% | -14.4% | -2.0% |
| 30D | +18.8% | -32.4% | +51.2% | +22.8% |
| 3M | -1.1% | -39.9% | +38.8% | +3.3% |
| 6M | +2.5% | -60.8% | +63.4% | +11.6% |
| YTD | -6.7% | -29.3% | +22.5% | -5.8% |
| 1Y | 0.0% | -18.9% | +18.8% | -0.9% |
| 3Y | -28.9% | -28.0% | -0.9% | -30.6% |
| 5Y | -41.1% | +26.6% | -67.7% | -47.8% |
| All | -20.1% | -16.2% | -3.9% | -38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling