+125.8%
IBM vs LBRT
-22.5%
+148.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.4% | -6.2% | -1.5% |
| 7D | -5.0% | -29.1% | +24.2% | -1.5% |
| 30D | +11.1% | -38.4% | +49.5% | +16.8% |
| 3M | +5.7% | -40.1% | +45.8% | +11.2% |
| 6M | +10.1% | -62.9% | +73.0% | +21.6% |
| YTD | -15.6% | -34.5% | +18.9% | -13.8% |
| 1Y | -19.5% | -30.2% | +10.7% | -18.6% |
| 3Y | +80.4% | -37.5% | +117.9% | +78.5% |
| 5Y | +140.0% | +7.6% | +132.4% | +113.2% |
| All | +125.8% | -22.5% | +148.3% | +70.2% |
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