+125.5%
LBRT vs SOXQ
+251.3%
-125.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.6% | -3.3% | -4.7% |
| 7D | +2.3% | +2.3% | 0.0% | +1.3% |
| 30D | -2.9% | -3.9% | +1.0% | -1.1% |
| 3M | -26.1% | -4.7% | -21.4% | -25.4% |
| 6M | -26.2% | +47.9% | -74.0% | -39.8% |
| YTD | +13.7% | +64.3% | -50.7% | -11.6% |
| 1Y | +93.6% | +95.7% | -2.1% | +39.5% |
| 3Y | +23.2% | +231.5% | -208.3% | -31.4% |
| 5Y | +125.5% | +255.0% | -129.5% | +17.1% |
| All | +125.5% | +251.3% | -125.8% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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