-77.2%
LULU vs LBRT
+117.3%
-194.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.9% | +3.0% | -2.3% |
| 7D | -20.4% | +2.3% | -22.8% | -20.6% |
| 30D | -22.9% | -2.9% | -19.9% | -22.8% |
| 3M | -18.5% | -26.1% | +7.6% | -16.6% |
| 6M | -41.8% | -26.2% | -15.6% | -40.9% |
| YTD | -53.4% | +13.7% | -67.0% | -55.5% |
| 1Y | -40.9% | +93.6% | -134.5% | -48.4% |
| 3Y | -75.6% | +23.2% | -98.8% | -78.1% |
| 5Y | -77.2% | +125.5% | -202.8% | -81.0% |
| All | -77.2% | +117.3% | -194.6% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling