+80.7%
QQQ vs LBRT
-38.0%
+118.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | +0.7% |
| 7D | -5.0% | -29.1% | +24.2% | -0.8% |
| 30D | -13.4% | -38.4% | +25.0% | -8.1% |
| 3M | -8.1% | -40.1% | +32.0% | -2.3% |
| 6M | -5.5% | -62.9% | +57.4% | +6.1% |
| YTD | +7.2% | -34.5% | +41.7% | +10.3% |
| 1Y | +7.8% | -30.2% | +38.0% | +9.6% |
| 3Y | +80.7% | -37.5% | +118.2% | +78.1% |
| All | +80.7% | -38.0% | +118.7% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling