+48.0%
LBRT vs LCID
-96.3%
+144.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.7% | -8.1% | -3.8% |
| 7D | -15.7% | +24.8% | -40.5% | -17.2% |
| 30D | -34.3% | -0.5% | -33.7% | -34.4% |
| 3M | -40.6% | -43.0% | +2.3% | -38.2% |
| 6M | -62.0% | -40.5% | -21.5% | -61.1% |
| YTD | -31.6% | -64.3% | +32.7% | -27.4% |
| 1Y | -25.8% | -78.1% | +52.3% | -18.1% |
| 3Y | -30.4% | -90.1% | +59.7% | -21.3% |
| 5Y | +18.7% | -99.1% | +117.7% | +46.3% |
| All | +48.0% | -96.3% | +144.4% | +100.0% |
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