+62.9%
INTC vs LBRT
-16.2%
+79.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.1% | -2.6% | +3.9% |
| 7D | -1.0% | -11.9% | +10.9% | +1.4% |
| 30D | -43.3% | -31.9% | -11.3% | -38.9% |
| 3M | -41.6% | -34.9% | -6.7% | -36.7% |
| 6M | -52.5% | -60.7% | +8.2% | -44.0% |
| YTD | +60.9% | -29.2% | +90.1% | +71.1% |
| 1Y | +55.7% | -23.6% | +79.3% | +63.3% |
| 3Y | +59.2% | -26.8% | +86.0% | +62.6% |
| 5Y | +25.0% | +16.3% | +8.7% | +16.4% |
| All | +62.9% | -16.2% | +79.1% | +36.1% |
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