+52.3%
MSFT vs LBRT
-38.0%
+90.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -1.3% |
| 7D | +1.7% | -29.1% | +30.8% | +3.3% |
| 30D | +0.2% | -38.4% | +38.5% | +2.5% |
| 3M | +6.4% | -40.1% | +46.4% | +8.8% |
| 6M | +28.7% | -62.9% | +91.6% | +33.8% |
| YTD | +10.4% | -34.5% | +44.9% | +10.2% |
| 1Y | +7.6% | -30.2% | +37.8% | +6.6% |
| 3Y | +52.3% | -37.5% | +89.8% | +46.4% |
| All | +52.3% | -38.0% | +90.3% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling