+53.3%
MSFT vs LBRT
+26.0%
+27.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.1% |
| 7D | -2.7% | +8.7% | -11.4% | -3.1% |
| 30D | +2.7% | +6.6% | -3.9% | +2.3% |
| 3M | +17.0% | -34.5% | +51.4% | +18.5% |
| 6M | +23.8% | -24.5% | +48.3% | +24.3% |
| YTD | +4.0% | +12.7% | -8.7% | +1.3% |
| 1Y | -0.8% | +94.8% | -95.7% | -9.0% |
| All | +53.3% | +26.0% | +27.4% | +44.1% |
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