+503.9%
DXCM vs LBRT
+33.5%
+470.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.1% |
| 7D | -3.2% | +8.7% | -11.9% | -3.8% |
| 30D | +6.3% | +6.6% | -0.3% | +5.8% |
| 3M | +21.1% | -34.5% | +55.6% | +24.3% |
| 6M | +20.6% | -24.5% | +45.1% | +22.0% |
| YTD | +32.4% | +12.7% | +19.7% | +29.5% |
| 1Y | +8.8% | +94.8% | -86.0% | +1.3% |
| 3Y | -13.7% | +31.9% | -45.6% | -18.8% |
| 5Y | -35.2% | +111.8% | -147.0% | -42.1% |
| All | +503.9% | +33.5% | +470.4% | +401.3% |
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