-70.4%
LYFT vs LBRT
+120.5%
-191.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.9% |
| 7D | -8.4% | +1.8% | -10.2% | -8.7% |
| 30D | -7.6% | -2.5% | -5.1% | -7.5% |
| 3M | +11.7% | -24.9% | +36.6% | +15.4% |
| 6M | +15.1% | -29.5% | +44.6% | +19.2% |
| YTD | -20.9% | +14.7% | -35.7% | -24.9% |
| 1Y | -16.4% | +91.7% | -108.1% | -28.2% |
| 3Y | +35.2% | +24.6% | +10.6% | +20.7% |
| All | -70.4% | +120.5% | -191.0% | -77.5% |
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 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