+101.1%
GOOGL vs LBRT
+28.1%
+73.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | +3.9% | +9.2% | -5.3% | +2.9% |
| 30D | -14.9% | -27.5% | +12.6% | -12.4% |
| 3M | -14.6% | -37.9% | +23.3% | -10.8% |
| 6M | -26.4% | -60.7% | +34.3% | -19.8% |
| YTD | -5.3% | -28.5% | +23.2% | -4.3% |
| 1Y | +6.5% | -13.2% | +19.7% | +5.2% |
| 3Y | +126.0% | -28.8% | +154.8% | +121.3% |
| All | +101.1% | +28.1% | +73.1% | +83.0% |
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