+200.4%
IDXX vs LBRT
+43.0%
+157.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.2% |
| 7D | -4.4% | +10.2% | -14.6% | -5.0% |
| 30D | -13.5% | +4.9% | -18.4% | -13.9% |
| 3M | -11.0% | -21.2% | +10.2% | -10.1% |
| 6M | -15.6% | -19.9% | +4.3% | -15.1% |
| YTD | -23.9% | +20.8% | -44.6% | -25.8% |
| 1Y | -21.4% | +123.5% | -145.0% | -27.3% |
| 3Y | +10.6% | +30.9% | -20.3% | +4.7% |
| 5Y | -23.9% | +136.3% | -160.1% | -31.1% |
| All | +200.4% | +43.0% | +157.4% | +157.4% |
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 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