+3.0%
GOOG vs LBRT
-23.3%
+26.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | +4.8% | +13.8% | -9.0% | +3.8% |
| 30D | -15.5% | -32.4% | +16.9% | -13.2% |
| 3M | -13.7% | -39.9% | +26.2% | -10.6% |
| 6M | -23.0% | -60.8% | +37.9% | -18.1% |
| YTD | -5.7% | -29.3% | +23.6% | -10.9% |
| 1Y | +3.0% | -18.9% | +21.9% | -9.7% |
| All | +3.0% | -23.3% | +26.3% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling