-21.5%
CMCSA vs LBRT
-22.5%
+1.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.6% | -2.8% |
| 7D | +5.0% | -29.1% | +34.2% | +8.3% |
| 30D | +16.5% | -38.4% | +54.9% | +21.6% |
| 3M | -1.6% | -40.1% | +38.5% | +2.7% |
| 6M | -5.0% | -62.9% | +57.9% | +3.9% |
| YTD | -8.3% | -34.5% | +26.3% | -6.6% |
| 1Y | +0.4% | -30.2% | +30.6% | +1.2% |
| 3Y | -31.0% | -37.5% | +6.5% | -31.6% |
| 5Y | -42.5% | +7.6% | -50.1% | -48.1% |
| All | -21.5% | -22.5% | +1.0% | -39.4% |
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