+577.3%
MSFT vs LBRT
-16.2%
+593.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.1% | -5.4% | +2.1% |
| 7D | +7.5% | -11.9% | +19.4% | +8.4% |
| 30D | +1.9% | -31.9% | +33.8% | +4.8% |
| 3M | +9.2% | -34.9% | +44.1% | +12.5% |
| 6M | +31.9% | -60.7% | +92.5% | +40.7% |
| YTD | +13.4% | -29.2% | +42.7% | +14.3% |
| 1Y | +10.6% | -23.6% | +34.3% | +10.6% |
| 3Y | +54.7% | -26.8% | +81.5% | +51.2% |
| 5Y | +69.1% | +16.3% | +52.8% | +55.1% |
| All | +577.3% | -16.2% | +593.4% | +452.4% |
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