+40.7%
ILMN vs LBRT
+25.4%
+15.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.6% |
| 7D | +1.2% | +8.3% | -7.0% | +0.6% |
| 30D | +9.2% | +6.1% | +3.0% | +8.5% |
| 3M | +29.8% | -34.8% | +64.6% | +33.9% |
| 6M | +69.2% | -24.8% | +94.0% | +70.7% |
| YTD | +66.4% | +12.2% | +54.2% | +58.3% |
| 1Y | +123.4% | +94.0% | +29.4% | +92.8% |
| All | +40.7% | +25.4% | +15.3% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling