+116.5%
IBM vs LBRT
+33.5%
+83.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | 0.0% |
| 7D | -0.3% | +8.3% | -8.6% | -1.2% |
| 30D | +0.3% | +6.1% | -5.9% | -0.5% |
| 3M | -21.6% | -34.8% | +13.2% | -18.3% |
| 6M | -4.7% | -24.8% | +20.1% | -2.9% |
| YTD | -19.1% | +12.2% | -31.3% | -21.8% |
| 1Y | -2.5% | +94.0% | -96.5% | -12.9% |
| 3Y | +74.2% | +31.3% | +42.9% | +58.4% |
| 5Y | +113.1% | +111.8% | +1.3% | +74.9% |
| All | +116.5% | +33.5% | +83.0% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling