+113.0%
SBUX vs LBRT
-22.5%
+135.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -1.3% |
| 7D | +1.7% | -29.1% | +30.8% | +5.0% |
| 30D | +12.6% | -38.4% | +51.0% | +17.8% |
| 3M | +0.8% | -40.1% | +40.9% | +5.5% |
| 6M | +0.2% | -62.9% | +63.1% | +9.6% |
| YTD | +27.4% | -34.5% | +62.0% | +29.7% |
| 1Y | +31.5% | -30.2% | +61.7% | +32.5% |
| 3Y | +9.3% | -37.5% | +46.7% | +8.0% |
| 5Y | +1.5% | +7.6% | -6.1% | -8.2% |
| All | +113.0% | -22.5% | +135.5% | +59.5% |
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 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