+31.0%
INCY vs LBRT
-16.2%
+47.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.1% | -6.2% | +1.3% |
| 7D | +1.5% | -11.9% | +13.5% | +2.2% |
| 30D | +8.1% | -31.9% | +40.0% | +10.4% |
| 3M | +1.1% | -34.9% | +36.0% | +3.5% |
| 6M | +23.7% | -60.7% | +84.3% | +30.4% |
| YTD | +23.4% | -29.2% | +52.6% | +24.2% |
| 1Y | +15.0% | -23.6% | +38.6% | +14.9% |
| 3Y | +132.1% | -26.8% | +158.9% | +127.6% |
| 5Y | +83.2% | +16.3% | +66.9% | +70.0% |
| All | +31.0% | -16.2% | +47.2% | +18.9% |
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