-8.7%
ILMN vs LBRT
-22.5%
+13.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.4% | -2.9% | +1.9% |
| 7D | -9.7% | -29.1% | +19.5% | -6.5% |
| 30D | -20.4% | -38.4% | +18.0% | -16.5% |
| 3M | +10.0% | -40.1% | +50.1% | +15.4% |
| 6M | +49.5% | -62.9% | +112.4% | +63.4% |
| YTD | +62.5% | -34.5% | +97.0% | +65.5% |
| 1Y | +76.0% | -30.2% | +106.2% | +77.7% |
| 3Y | +94.2% | -37.5% | +131.6% | +92.4% |
| 5Y | -46.3% | +7.6% | -53.9% | -51.0% |
| All | -8.7% | -22.5% | +13.7% | -22.9% |
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