+25.3%
LULU vs LBRT
+35.9%
-10.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.1% |
| 7D | -1.6% | +1.8% | -3.4% | -1.8% |
| 30D | -18.1% | -2.5% | -15.6% | -18.0% |
| 3M | -18.8% | -24.9% | +6.1% | -17.0% |
| 6M | -39.2% | -29.5% | -9.7% | -37.8% |
| YTD | -52.4% | +14.7% | -67.1% | -54.2% |
| 1Y | -40.3% | +91.7% | -132.0% | -46.6% |
| 3Y | -75.1% | +24.6% | -99.7% | -77.1% |
| 5Y | -76.7% | +127.7% | -204.4% | -80.5% |
| All | +25.3% | +35.9% | -10.6% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling