-8.8%
ILMN vs LBRT
-16.4%
+7.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.2% | -1.3% |
| 7D | -6.0% | -1.9% | -4.1% | -5.8% |
| 30D | -23.0% | -32.0% | +9.0% | -20.1% |
| 3M | +10.4% | -39.7% | +50.1% | +15.7% |
| 6M | +49.4% | -61.1% | +110.5% | +62.5% |
| YTD | +62.3% | -29.4% | +91.7% | +64.0% |
| 1Y | +73.7% | -24.5% | +98.1% | +73.9% |
| 3Y | +122.5% | -28.1% | +150.6% | +117.3% |
| 5Y | -43.2% | +23.9% | -67.1% | -48.8% |
| All | -8.8% | -16.4% | +7.6% | -23.5% |
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