+0.8%
META vs LBRT
-25.0%
+25.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -11.2% | +12.7% | +2.1% |
| 7D | +2.9% | -25.3% | +28.2% | +4.5% |
| 30D | -15.1% | -32.9% | +17.8% | -13.3% |
| 3M | +7.2% | -33.3% | +40.6% | +9.5% |
| 6M | +3.4% | -61.0% | +64.3% | +10.1% |
| YTD | -4.3% | -28.0% | +23.7% | -10.9% |
| 1Y | +0.8% | -21.5% | +22.3% | -8.5% |
| All | +0.8% | -25.0% | +25.8% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling