-42.6%
INTU vs LBRT
+16.1%
-58.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.1% | -9.1% | -1.3% |
| 7D | -3.9% | -11.9% | +8.0% | -3.6% |
| 30D | +11.7% | -31.9% | +43.7% | +13.3% |
| 3M | +4.5% | -34.9% | +39.3% | +6.0% |
| 6M | -13.9% | -60.7% | +46.8% | -9.6% |
| YTD | -48.2% | -29.2% | -19.0% | -49.3% |
| 1Y | -47.1% | -23.6% | -23.5% | -48.7% |
| 3Y | -32.5% | -26.8% | -5.7% | -37.0% |
| 5Y | -42.6% | +16.3% | -58.9% | -48.7% |
| All | -42.6% | +16.1% | -58.7% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling