-65.8%
ETSY vs LBRT
+16.1%
-81.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.1% | -9.8% | -2.2% |
| 7D | -4.3% | -11.9% | +7.6% | -3.7% |
| 30D | +15.3% | -31.9% | +47.2% | +18.0% |
| 3M | +3.4% | -34.9% | +38.2% | +5.8% |
| 6M | +37.4% | -60.7% | +98.0% | +47.1% |
| YTD | +59.5% | -29.2% | +88.7% | +58.5% |
| 1Y | +49.7% | -23.6% | +73.3% | +47.0% |
| 3Y | +42.6% | -26.8% | +69.4% | +35.8% |
| 5Y | -65.8% | +16.3% | -82.1% | -68.7% |
| All | -65.8% | +16.1% | -81.9% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling