-74.9%
LULU vs LBRT
+29.0%
-103.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.1% | -6.4% | -3.6% |
| 7D | -16.9% | +10.2% | -27.1% | -17.5% |
| 30D | -22.0% | +4.9% | -26.8% | -22.3% |
| 3M | -17.8% | -21.2% | +3.4% | -16.7% |
| 6M | -41.3% | -19.9% | -21.3% | -41.0% |
| YTD | -52.0% | +20.8% | -72.8% | -54.5% |
| 1Y | -39.8% | +123.5% | -163.4% | -49.2% |
| All | -74.9% | +29.0% | -103.9% | -77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling