+417.0%
GOOGL vs LBRT
-22.5%
+439.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | +0.2% |
| 7D | +1.8% | -29.1% | +30.9% | +5.4% |
| 30D | -18.8% | -38.4% | +19.6% | -14.6% |
| 3M | -20.3% | -40.1% | +19.7% | -16.3% |
| 6M | -28.4% | -62.9% | +34.5% | -21.0% |
| YTD | -8.8% | -34.5% | +25.7% | -6.5% |
| 1Y | +0.3% | -30.2% | +30.5% | +2.0% |
| 3Y | +120.7% | -37.5% | +158.2% | +120.5% |
| 5Y | +93.1% | +7.6% | +85.5% | +76.3% |
| All | +417.0% | -22.5% | +439.5% | +309.6% |
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