+72.6%
ILMN vs LBRT
-17.1%
+89.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -2.9% | +9.2% | -12.1% | -3.3% |
| 30D | -23.8% | -27.5% | +3.7% | -24.2% |
| 3M | +7.5% | -37.9% | +45.3% | +6.0% |
| 6M | +42.8% | -60.7% | +103.5% | +37.7% |
| YTD | +57.8% | -28.5% | +86.3% | +42.3% |
| 1Y | +72.6% | -13.2% | +85.8% | +49.7% |
| All | +72.6% | -17.1% | +89.7% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling