+52.9%
LBRT vs LCID
-96.4%
+149.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +5.9% | +3.5% |
| 7D | -1.9% | +8.9% | -10.8% | -2.5% |
| 30D | -32.0% | +6.8% | -38.9% | -32.6% |
| 3M | -39.7% | -45.2% | +5.5% | -37.0% |
| 6M | -61.1% | -39.1% | -21.9% | -60.2% |
| YTD | -29.4% | -65.3% | +35.9% | -24.8% |
| 1Y | -24.5% | -78.4% | +53.9% | -16.6% |
| 3Y | -28.1% | -90.3% | +62.3% | -18.6% |
| 5Y | +23.9% | -99.2% | +123.1% | +53.4% |
| All | +52.9% | -96.4% | +149.3% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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