-74.7%
LULU vs LBRT
-27.1%
-47.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +1.1% |
| 7D | -4.6% | +9.2% | -13.8% | -5.0% |
| 30D | +12.3% | -27.5% | +39.8% | +13.7% |
| 3M | -11.6% | -37.9% | +26.3% | -9.8% |
| 6M | -12.8% | -60.7% | +47.9% | -8.1% |
| YTD | -49.2% | -28.5% | -20.7% | -50.7% |
| 1Y | -37.7% | -13.2% | -24.5% | -41.7% |
| 3Y | -74.7% | -28.8% | -45.9% | -76.5% |
| All | -74.7% | -27.1% | -47.6% | -76.5% |
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 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