+194.3%
IDXX vs LBRT
+35.9%
+158.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.4% |
| 7D | -5.7% | +1.8% | -7.5% | -5.9% |
| 30D | -11.5% | -2.5% | -9.1% | -11.5% |
| 3M | -9.5% | -24.9% | +15.4% | -8.3% |
| 6M | -16.0% | -29.5% | +13.5% | -14.7% |
| YTD | -25.4% | +14.7% | -40.1% | -27.1% |
| 1Y | -21.8% | +91.7% | -113.5% | -26.8% |
| 3Y | +7.0% | +24.6% | -17.6% | +1.6% |
| 5Y | -26.0% | +127.7% | -153.7% | -32.9% |
| All | +194.3% | +35.9% | +158.4% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling