-10.9%
ILMN vs LBRT
-26.4%
+15.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -13.7% | +5.5% | -6.8% |
| 7D | -28.3% | -34.8% | +6.5% | -25.1% |
| 30D | -24.0% | -43.6% | +19.6% | -19.5% |
| 3M | +4.1% | -41.2% | +45.3% | +9.4% |
| 6M | +49.6% | -66.1% | +115.6% | +65.0% |
| YTD | +58.6% | -37.9% | +96.4% | +62.4% |
| 1Y | +69.9% | -33.9% | +103.8% | +72.6% |
| 3Y | +82.9% | -40.9% | +123.7% | +82.2% |
| 5Y | -47.6% | +2.1% | -49.7% | -51.9% |
| All | -10.9% | -26.4% | +15.5% | -24.3% |
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