+82.1%
IBM vs LBRT
-28.3%
+110.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.7% | 0.0% |
| 7D | -2.5% | -11.9% | +9.4% | -1.9% |
| 30D | +8.4% | -31.9% | +40.3% | +10.7% |
| 3M | +4.5% | -34.9% | +39.3% | +6.8% |
| 6M | +7.9% | -60.7% | +68.5% | +14.1% |
| YTD | -15.2% | -29.2% | +14.0% | -15.7% |
| 1Y | -17.6% | -23.6% | +6.0% | -18.8% |
| 3Y | +82.1% | -26.8% | +108.9% | +69.9% |
| All | +82.1% | -28.3% | +110.4% | +69.9% |
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