+42.6%
ETSY vs LBRT
-28.3%
+70.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.1% | -9.8% | -2.0% |
| 7D | -4.3% | -11.9% | +7.6% | -3.9% |
| 30D | +15.3% | -31.9% | +47.2% | +17.3% |
| 3M | +3.4% | -34.9% | +38.2% | +5.2% |
| 6M | +37.4% | -60.7% | +98.0% | +46.2% |
| YTD | +59.5% | -29.2% | +88.7% | +56.5% |
| 1Y | +49.7% | -23.6% | +73.3% | +44.9% |
| 3Y | +42.6% | -26.8% | +69.4% | +35.0% |
| All | +42.6% | -28.3% | +70.9% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling