-81.0%
LYFT vs LBRT
+54.6%
-135.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +3.1% | -11.3% | -9.0% |
| 7D | -14.1% | +10.2% | -24.3% | -16.1% |
| 30D | -13.7% | +4.9% | -18.5% | -15.0% |
| 3M | +7.4% | -21.2% | +28.7% | +11.5% |
| 6M | +8.3% | -19.9% | +28.2% | +10.7% |
| YTD | -23.1% | +20.8% | -43.8% | -29.4% |
| 1Y | -19.0% | +123.5% | -142.5% | -37.7% |
| 3Y | +37.7% | +30.9% | +6.8% | +15.3% |
| 5Y | -70.5% | +136.3% | -206.8% | -80.9% |
| All | -81.0% | +54.6% | -135.5% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling