+254.2%
ETSY vs LBRT
+38.7%
+215.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.9% | -8.8% | -5.1% |
| 7D | -10.9% | +6.9% | -17.9% | -11.4% |
| 30D | -14.9% | +7.8% | -22.7% | -15.6% |
| 3M | +5.8% | -25.3% | +31.1% | +7.8% |
| 6M | +29.1% | -19.6% | +48.7% | +30.2% |
| YTD | +31.3% | +17.2% | +14.2% | +27.6% |
| 1Y | +25.1% | +114.1% | -89.0% | +13.8% |
| 3Y | +8.5% | +27.0% | -18.5% | +1.8% |
| 5Y | -66.1% | +128.3% | -194.4% | -70.2% |
| All | +254.2% | +38.7% | +215.5% | +192.0% |
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