+439.4%
GOOG vs LBRT
-16.2%
+455.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | +4.8% | +13.8% | -9.0% | +3.3% |
| 30D | -15.5% | -32.4% | +16.9% | -12.1% |
| 3M | -13.7% | -39.9% | +26.2% | -9.3% |
| 6M | -23.0% | -60.8% | +37.9% | -15.6% |
| YTD | -5.7% | -29.3% | +23.6% | -4.2% |
| 1Y | +3.0% | -18.9% | +21.9% | +3.0% |
| 3Y | +122.4% | -28.0% | +150.4% | +118.7% |
| 5Y | +99.2% | +26.6% | +72.7% | +78.4% |
| All | +439.4% | -16.2% | +455.6% | +326.3% |
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