+1,726.3%
LRCX vs LBRT
+33.5%
+1,692.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +4.8% |
| 7D | +1.9% | +8.7% | -6.8% | +0.1% |
| 30D | +0.1% | +6.6% | -6.5% | -1.4% |
| 3M | -8.5% | -34.5% | +26.0% | -0.7% |
| 6M | +38.1% | -24.5% | +62.6% | +44.2% |
| YTD | +80.1% | +12.7% | +67.3% | +72.9% |
| 1Y | +208.1% | +94.8% | +113.2% | +161.6% |
| 3Y | +350.2% | +31.9% | +318.4% | +298.9% |
| 5Y | +430.7% | +111.8% | +318.8% | +308.1% |
| All | +1,726.3% | +33.5% | +1,692.9% | +1,071.5% |
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