+270.4%
EBAY vs LBRT
-19.0%
+289.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +2.3% |
| 7D | +4.1% | -15.7% | +19.8% | +5.0% |
| 30D | +10.1% | -34.3% | +44.4% | +12.6% |
| 3M | +15.0% | -40.6% | +55.7% | +18.1% |
| 6M | +15.4% | -62.0% | +77.4% | +21.5% |
| YTD | +43.1% | -31.6% | +74.7% | +44.3% |
| 1Y | +46.9% | -25.8% | +72.7% | +47.0% |
| 3Y | +225.8% | -30.4% | +256.1% | +221.3% |
| 5Y | +84.2% | +18.7% | +65.5% | +73.5% |
| All | +270.4% | -19.0% | +289.5% | +237.2% |
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