+225.3%
META vs LBRT
-26.4%
+251.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.7% | +9.7% | -2.5% |
| 7D | -3.1% | -34.8% | +31.7% | +1.2% |
| 30D | -18.1% | -43.6% | +25.5% | -13.2% |
| 3M | +2.9% | -41.2% | +44.1% | +8.2% |
| 6M | +0.2% | -66.1% | +66.3% | +11.2% |
| YTD | -8.1% | -37.9% | +29.8% | -5.4% |
| 1Y | -4.5% | -33.9% | +29.3% | -2.5% |
| 3Y | +94.2% | -40.9% | +135.0% | +94.5% |
| 5Y | +79.1% | +2.1% | +77.0% | +65.9% |
| All | +225.3% | -26.4% | +251.8% | +167.9% |
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