+512.4%
GOOG vs LBRT
+33.5%
+478.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.2% |
| 7D | -2.1% | +8.3% | -10.4% | -3.0% |
| 30D | -6.8% | +6.1% | -13.0% | -7.6% |
| 3M | -9.1% | -34.8% | +25.7% | -5.2% |
| 6M | +10.7% | -24.8% | +35.5% | +13.1% |
| YTD | +7.1% | +12.2% | -5.2% | +4.0% |
| 1Y | +44.6% | +94.0% | -49.4% | +31.0% |
| 3Y | +147.4% | +31.3% | +116.2% | +128.6% |
| 5Y | +133.8% | +111.8% | +22.0% | +97.5% |
| All | +512.4% | +33.5% | +478.9% | +362.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling