+152.0%
QQQM vs LBRT
+191.4%
-39.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -0.6% | +1.8% | -2.4% | -0.8% |
| 30D | -1.2% | -2.5% | +1.3% | -1.1% |
| 3M | -0.1% | -24.9% | +24.8% | +2.1% |
| 6M | +18.0% | -29.5% | +47.4% | +20.9% |
| YTD | +16.7% | +14.7% | +1.9% | +13.7% |
| 1Y | +23.0% | +91.7% | -68.7% | +13.3% |
| 3Y | +93.3% | +24.6% | +68.7% | +81.3% |
| 5Y | +96.3% | +127.7% | -31.4% | +77.8% |
| All | +152.0% | +191.4% | -39.4% | +123.0% |
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