+81.9%
IBM vs LBRT
-41.2%
+123.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -13.7% | +10.9% | -2.0% |
| 7D | -4.3% | -34.8% | +30.5% | -1.9% |
| 30D | +11.7% | -43.6% | +55.3% | +15.4% |
| 3M | +5.5% | -41.2% | +46.7% | +8.6% |
| 6M | +9.5% | -66.1% | +75.5% | +16.9% |
| YTD | -14.9% | -37.9% | +23.0% | -14.6% |
| 1Y | -17.4% | -33.9% | +16.5% | -17.7% |
| All | +81.9% | -41.2% | +123.1% | +72.4% |
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