+500.3%
GOOGL vs LBRT
+43.0%
+457.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -2.6% |
| 7D | -1.9% | +10.2% | -12.0% | -2.9% |
| 30D | -7.5% | +4.9% | -12.3% | -8.1% |
| 3M | -9.2% | -21.2% | +12.1% | -7.3% |
| 6M | +8.1% | -19.9% | +28.0% | +9.6% |
| YTD | +5.8% | +20.8% | -14.9% | +2.0% |
| 1Y | +38.3% | +123.5% | -85.2% | +23.3% |
| 3Y | +144.8% | +30.9% | +113.8% | +126.2% |
| 5Y | +132.5% | +136.3% | -3.7% | +94.1% |
| All | +500.3% | +43.0% | +457.3% | +346.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling