+559.2%
MSFT vs LBRT
-22.5%
+581.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -1.4% |
| 7D | +1.7% | -29.1% | +30.8% | +4.3% |
| 30D | +0.2% | -38.4% | +38.5% | +3.9% |
| 3M | +6.4% | -40.1% | +46.4% | +10.3% |
| 6M | +28.7% | -62.9% | +91.6% | +38.0% |
| YTD | +10.4% | -34.5% | +44.9% | +12.0% |
| 1Y | +7.6% | -30.2% | +37.8% | +8.4% |
| 3Y | +52.3% | -37.5% | +89.8% | +50.9% |
| 5Y | +64.5% | +7.6% | +56.9% | +51.9% |
| All | +559.2% | -22.5% | +581.6% | +441.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling