+73.5%
MSFT vs LBRT
+115.1%
-41.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.1% |
| 7D | -2.7% | +8.7% | -11.4% | -3.2% |
| 30D | +2.7% | +6.6% | -3.9% | +2.2% |
| 3M | +17.0% | -34.5% | +51.4% | +19.4% |
| 6M | +23.8% | -24.5% | +48.3% | +24.9% |
| YTD | +4.0% | +12.7% | -8.7% | +1.4% |
| 1Y | -0.8% | +94.8% | -95.7% | -8.6% |
| 3Y | +55.6% | +31.9% | +23.7% | +45.0% |
| All | +73.5% | +115.1% | -41.7% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling