+127.7%
IBM vs LBRT
-26.4%
+154.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -13.7% | +10.9% | -1.3% |
| 7D | -4.3% | -34.8% | +30.5% | +0.2% |
| 30D | +11.7% | -43.6% | +55.3% | +18.6% |
| 3M | +5.5% | -41.2% | +46.7% | +11.3% |
| 6M | +9.5% | -66.1% | +75.5% | +22.2% |
| YTD | -14.9% | -37.9% | +23.0% | -12.5% |
| 1Y | -17.4% | -33.9% | +16.5% | -15.9% |
| 3Y | +83.3% | -40.9% | +124.1% | +82.6% |
| 5Y | +142.1% | +2.1% | +140.0% | +116.4% |
| All | +127.7% | -26.4% | +154.2% | +72.7% |
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 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