+44.6%
GOOG vs LBRT
+101.6%
-57.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -2.1% | +8.7% | -10.9% | -2.8% |
| 30D | -6.8% | +6.6% | -13.4% | -7.5% |
| 3M | -9.1% | -34.5% | +25.4% | -6.6% |
| 6M | +10.7% | -24.5% | +35.2% | +12.1% |
| YTD | +7.1% | +12.7% | -5.7% | +3.4% |
| 1Y | +44.6% | +94.8% | -50.2% | +38.1% |
| All | +44.6% | +101.6% | -57.0% | +38.1% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling