+260.2%
NFLX vs LBRT
+33.5%
+226.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.0% | -6.4% | -5.4% |
| 7D | -4.2% | +8.3% | -12.5% | -4.8% |
| 30D | +5.5% | +6.1% | -0.7% | +4.8% |
| 3M | -4.1% | -34.8% | +30.7% | -1.4% |
| 6M | -20.7% | -24.8% | +4.1% | -19.7% |
| YTD | -16.5% | +12.2% | -28.8% | -18.6% |
| 1Y | -37.8% | +94.0% | -131.8% | -42.7% |
| 3Y | +77.9% | +31.3% | +46.6% | +66.6% |
| 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 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