+113.9%
IBM vs LBRT
+38.7%
+75.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.6% |
| 7D | +0.3% | +6.9% | -6.6% | -0.5% |
| 30D | -1.5% | +7.8% | -9.3% | -2.5% |
| 3M | -16.8% | -25.3% | +8.5% | -14.6% |
| 6M | -9.0% | -19.6% | +10.5% | -8.1% |
| YTD | -20.1% | +17.2% | -37.2% | -23.1% |
| 1Y | -7.0% | +114.1% | -121.1% | -17.9% |
| 3Y | +72.4% | +27.0% | +45.4% | +57.6% |
| 5Y | +112.0% | +128.3% | -16.3% | +72.3% |
| All | +113.9% | +38.7% | +75.2% | +51.7% |
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 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