+244.8%
META vs LBRT
-16.2%
+261.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.1% | -3.0% | +4.2% |
| 7D | +5.7% | -11.9% | +17.6% | +7.0% |
| 30D | -10.8% | -31.9% | +21.2% | -7.3% |
| 3M | +8.4% | -34.9% | +43.3% | +12.8% |
| 6M | +5.4% | -60.7% | +66.0% | +15.1% |
| YTD | -2.6% | -29.2% | +26.6% | -1.1% |
| 1Y | +3.5% | -23.6% | +27.1% | +4.0% |
| 3Y | +102.0% | -26.8% | +128.8% | +97.9% |
| 5Y | +93.1% | +16.3% | +76.7% | +76.4% |
| All | +244.8% | -16.2% | +261.0% | +180.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling