+512.5%
GOOG vs LBRT
+38.7%
+473.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.4% |
| 7D | +1.1% | +6.9% | -5.9% | +0.3% |
| 30D | -5.1% | +7.8% | -12.9% | -6.0% |
| 3M | -7.1% | -25.3% | +18.2% | -4.6% |
| 6M | +12.7% | -19.6% | +32.2% | +14.2% |
| YTD | +7.1% | +17.2% | -10.1% | +3.5% |
| 1Y | +43.6% | +114.1% | -70.5% | +28.6% |
| 3Y | +146.8% | +27.0% | +119.7% | +128.9% |
| 5Y | +133.7% | +128.3% | +5.4% | +95.7% |
| All | +512.5% | +38.7% | +473.8% | +360.4% |
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