+128.3%
GOOGL vs LBRT
-27.9%
+156.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +5.7% | +13.8% | -8.1% | +4.3% |
| 30D | -15.6% | -32.4% | +16.8% | -12.4% |
| 3M | -13.0% | -39.9% | +26.9% | -8.8% |
| 6M | -22.8% | -60.8% | +38.0% | -15.8% |
| YTD | -4.4% | -29.3% | +24.9% | -3.7% |
| 1Y | +4.5% | -18.9% | +23.3% | +3.3% |
| All | +128.3% | -27.9% | +156.2% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling