+186.7%
INTC vs LBRT
+38.7%
+147.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.9% | +5.1% | +8.3% |
| 7D | +17.4% | +6.9% | +10.5% | +16.1% |
| 30D | +2.8% | +7.8% | -5.0% | +1.4% |
| 3M | -5.3% | -25.3% | +20.0% | -0.8% |
| 6M | +140.6% | -19.6% | +160.2% | +147.9% |
| YTD | +183.1% | +17.2% | +166.0% | +174.0% |
| 1Y | +326.8% | +114.1% | +212.7% | +271.9% |
| 3Y | +179.4% | +27.0% | +152.4% | +157.7% |
| 5Y | +111.7% | +128.3% | -16.6% | +74.8% |
| All | +186.7% | +38.7% | +147.9% | +118.0% |
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