+132.6%
GOOG vs LBRT
+115.1%
+17.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -2.1% | +8.7% | -10.9% | -3.0% |
| 30D | -6.8% | +6.6% | -13.4% | -7.6% |
| 3M | -9.1% | -34.5% | +25.4% | -5.7% |
| 6M | +10.7% | -24.5% | +35.2% | +12.7% |
| YTD | +7.1% | +12.7% | -5.7% | +4.1% |
| 1Y | +44.6% | +94.8% | -50.2% | +32.1% |
| 3Y | +147.4% | +31.9% | +115.6% | +130.0% |
| All | +132.6% | +115.1% | +17.5% | +95.7% |
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