+550.8%
MSFT vs LBRT
-15.3%
+566.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -1.3% | +9.2% | -10.5% | -2.0% |
| 30D | -1.8% | -27.5% | +25.7% | +0.4% |
| 3M | +5.6% | -37.9% | +43.5% | +9.3% |
| 6M | +29.8% | -60.7% | +90.5% | +38.6% |
| YTD | +9.0% | -28.5% | +37.5% | +9.8% |
| 1Y | +4.9% | -13.2% | +18.2% | +3.7% |
| 3Y | +46.2% | -28.8% | +75.0% | +43.3% |
| 5Y | +62.1% | +28.0% | +34.2% | +47.5% |
| All | +550.8% | -15.3% | +566.1% | +430.4% |
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