+45.4%
MSFT vs LBRT
-28.0%
+73.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.5% | -2.4% |
| 7D | -6.2% | -1.9% | -4.3% | -6.2% |
| 30D | -3.7% | -32.0% | +28.3% | -2.0% |
| 3M | +3.6% | -39.7% | +43.3% | +6.0% |
| 6M | +26.8% | -61.1% | +87.9% | +31.6% |
| YTD | +8.4% | -29.4% | +37.8% | +7.7% |
| 1Y | +3.3% | -24.5% | +27.8% | +1.8% |
| All | +45.4% | -28.0% | +73.4% | +40.2% |
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