+191.9%
NFLX vs LBRT
-22.5%
+214.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -3.7% |
| 7D | +2.1% | -29.1% | +31.3% | +4.4% |
| 30D | -9.0% | -38.4% | +29.4% | -6.2% |
| 3M | -14.0% | -40.1% | +26.1% | -11.3% |
| 6M | -28.2% | -62.9% | +34.7% | -23.5% |
| YTD | -32.4% | -34.5% | +2.2% | -31.8% |
| 1Y | -42.2% | -30.2% | -12.0% | -42.1% |
| 3Y | +45.9% | -37.5% | +83.3% | +43.8% |
| 5Y | -1.8% | +7.6% | -9.4% | -8.6% |
| All | +191.9% | -22.5% | +214.4% | +172.3% |
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