+59.5%
INTC vs LBRT
-19.0%
+78.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.4% |
| 7D | -4.0% | -15.7% | +11.7% | -0.8% |
| 30D | -44.5% | -34.3% | -10.2% | -39.8% |
| 3M | -40.4% | -40.6% | +0.2% | -34.3% |
| 6M | -53.5% | -62.0% | +8.5% | -44.9% |
| YTD | +57.5% | -31.6% | +89.2% | +68.6% |
| 1Y | +51.2% | -25.8% | +77.0% | +59.4% |
| 3Y | +51.6% | -30.4% | +82.0% | +56.2% |
| 5Y | +23.5% | +18.7% | +4.8% | +14.9% |
| All | +59.5% | -19.0% | +78.5% | +34.2% |
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