-37.5%
LBRT vs LCID
-93.0%
+55.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.4% | -5.0% | +4.4% |
| 7D | -29.1% | +8.9% | -38.1% | -29.7% |
| 30D | -38.4% | -15.4% | -23.0% | -37.5% |
| 3M | -40.1% | -52.9% | +12.8% | -35.6% |
| 6M | -62.9% | -46.8% | -16.0% | -61.2% |
| YTD | -34.5% | -68.9% | +34.4% | -27.7% |
| 1Y | -30.2% | -81.7% | +51.5% | -18.1% |
| 3Y | -37.5% | -92.4% | +54.9% | -23.1% |
| All | -37.5% | -93.0% | +55.6% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling