+339.9%
QQQ vs LBRT
-16.2%
+356.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.1% | -4.6% | +2.6% |
| 7D | -0.3% | -11.9% | +11.7% | +1.0% |
| 30D | -9.6% | -31.9% | +22.4% | -5.9% |
| 3M | -5.9% | -34.9% | +28.9% | -1.9% |
| 6M | -4.3% | -60.7% | +56.4% | +4.9% |
| YTD | +11.0% | -29.2% | +40.2% | +13.2% |
| 1Y | +11.9% | -23.6% | +35.6% | +13.1% |
| 3Y | +86.7% | -26.8% | +113.5% | +84.1% |
| 5Y | +77.1% | +16.3% | +60.7% | +62.6% |
| All | +339.9% | -16.2% | +356.1% | +263.8% |
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