+132.8%
INTU vs LBRT
-26.4%
+159.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -13.7% | +13.2% | +0.5% |
| 7D | +7.1% | -34.8% | +41.9% | +10.2% |
| 30D | +23.0% | -43.6% | +66.6% | +27.7% |
| 3M | +8.7% | -41.2% | +49.9% | +12.2% |
| 6M | -10.1% | -66.1% | +56.0% | -3.4% |
| YTD | -45.7% | -37.9% | -7.8% | -45.4% |
| 1Y | -45.1% | -33.9% | -11.2% | -45.2% |
| 3Y | -26.9% | -40.9% | +14.0% | -28.4% |
| 5Y | -40.0% | +2.1% | -42.1% | -45.4% |
| All | +132.8% | -26.4% | +159.2% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling