+520.8%
MSFT vs LBRT
+33.5%
+487.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.1% | -2.1% |
| 7D | -2.7% | +8.3% | -10.9% | -3.3% |
| 30D | +2.7% | +6.1% | -3.4% | +2.1% |
| 3M | +17.0% | -34.8% | +51.7% | +20.4% |
| 6M | +23.8% | -24.8% | +48.6% | +25.6% |
| YTD | +4.0% | +12.2% | -8.2% | +1.4% |
| 1Y | -0.8% | +94.0% | -94.8% | -8.7% |
| 3Y | +55.6% | +31.3% | +24.3% | +45.3% |
| 5Y | +72.9% | +111.8% | -38.9% | +50.7% |
| All | +520.8% | +33.5% | +487.3% | +389.6% |
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