+127.1%
IBM vs LBRT
-16.2%
+143.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -0.3% | +13.8% | -14.1% | -1.8% |
| 30D | +6.8% | -32.4% | +39.1% | +11.1% |
| 3M | +4.4% | -39.9% | +44.3% | +9.8% |
| 6M | +13.2% | -60.8% | +74.0% | +24.2% |
| YTD | -15.1% | -29.3% | +14.1% | -14.1% |
| 1Y | -20.2% | -18.9% | -1.3% | -20.7% |
| 3Y | +79.3% | -28.0% | +107.3% | +74.4% |
| 5Y | +147.5% | +26.6% | +120.9% | +115.3% |
| All | +127.1% | -16.2% | +143.3% | +69.6% |
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