+562.3%
MSFT vs LBRT
-19.0%
+581.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.9% |
| 7D | +2.3% | -15.7% | +18.0% | +3.6% |
| 30D | -0.4% | -34.3% | +33.9% | +2.8% |
| 3M | +5.6% | -40.6% | +46.2% | +9.6% |
| 6M | +29.0% | -62.0% | +91.0% | +38.0% |
| YTD | +10.9% | -31.6% | +42.6% | +12.1% |
| 1Y | +6.2% | -25.8% | +32.0% | +6.4% |
| 3Y | +47.6% | -30.4% | +78.0% | +44.9% |
| 5Y | +67.9% | +18.7% | +49.3% | +53.8% |
| All | +562.3% | -19.0% | +581.4% | +441.8% |
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