+260.2%
NFLX vs LBRT
+33.5%
+226.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.8% | -5.5% |
| 7D | -4.2% | +8.7% | -13.0% | -4.9% |
| 30D | +5.5% | +6.6% | -1.1% | +4.8% |
| 3M | -4.1% | -34.5% | +30.4% | -1.4% |
| 6M | -20.7% | -24.5% | +3.8% | -19.7% |
| YTD | -16.5% | +12.7% | -29.3% | -18.6% |
| 1Y | -37.8% | +94.8% | -132.6% | -42.7% |
| 3Y | +77.9% | +31.9% | +46.0% | +66.5% |
| 5Y | +32.5% | +111.8% | -79.3% | +17.8% |
| All | +260.2% | +33.5% | +226.7% | +224.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling