-25.7%
IDXX vs LBRT
+117.3%
-143.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.9% | +4.2% | -1.3% |
| 7D | -4.3% | +2.3% | -6.6% | -4.5% |
| 30D | -13.7% | -2.9% | -10.7% | -13.6% |
| 3M | -9.1% | -26.1% | +17.1% | -7.5% |
| 6M | -15.4% | -26.2% | +10.7% | -14.4% |
| YTD | -25.1% | +13.7% | -38.8% | -27.6% |
| 1Y | -20.6% | +93.6% | -114.2% | -28.0% |
| 3Y | +8.7% | +23.2% | -14.5% | +0.5% |
| 5Y | -25.7% | +125.5% | -151.2% | -28.4% |
| All | -25.7% | +117.3% | -143.0% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling