+84.1%
PODD vs LBRT
+38.7%
+45.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.5% | -3.8% |
| 7D | -4.1% | +6.9% | -11.1% | -4.6% |
| 30D | +0.8% | +7.8% | -7.0% | +0.1% |
| 3M | -6.1% | -25.3% | +19.2% | -4.6% |
| 6M | -40.0% | -19.6% | -20.4% | -39.6% |
| YTD | -49.9% | +17.2% | -67.1% | -51.3% |
| 1Y | -59.3% | +114.1% | -173.4% | -62.6% |
| 3Y | -17.2% | +27.0% | -44.3% | -21.9% |
| 5Y | -53.0% | +128.3% | -181.3% | -58.3% |
| All | +84.1% | +38.7% | +45.3% | +49.5% |
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