+9.0%
MSFT vs LBRT
-25.0%
+34.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -11.2% | +17.9% | +6.3% |
| 7D | +4.7% | -25.3% | +30.0% | +4.1% |
| 30D | +5.8% | -32.9% | +38.7% | +4.8% |
| 3M | +13.0% | -33.3% | +46.3% | +11.8% |
| 6M | +34.9% | -61.0% | +95.9% | +25.9% |
| YTD | +15.7% | -28.0% | +43.7% | +17.6% |
| 1Y | +9.0% | -21.5% | +30.5% | +10.6% |
| All | +9.0% | -25.0% | +34.0% | +10.6% |
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