+52.5%
SOXX vs LBRT
-25.0%
+77.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -11.2% | +8.1% | +0.3% |
| 7D | -13.7% | -25.3% | +11.6% | -5.8% |
| 30D | -23.6% | -32.9% | +9.3% | -14.2% |
| 3M | -16.9% | -33.3% | +16.4% | -6.7% |
| 6M | -2.4% | -61.0% | +58.5% | +24.4% |
| YTD | +49.8% | -28.0% | +77.8% | +57.8% |
| 1Y | +52.5% | -21.5% | +74.0% | +55.8% |
| All | +52.5% | -25.0% | +77.5% | +55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling