+229.8%
SOXX vs LBRT
+29.0%
+200.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.1% |
| 7D | +6.1% | +10.2% | -4.1% | +3.6% |
| 30D | +0.5% | +4.9% | -4.4% | -0.8% |
| 3M | -5.3% | -21.2% | +15.9% | -0.9% |
| 6M | +58.3% | -19.9% | +78.3% | +64.2% |
| YTD | +76.8% | +20.8% | +56.1% | +65.6% |
| 1Y | +114.6% | +123.5% | -8.9% | +71.0% |
| All | +229.8% | +29.0% | +200.8% | +192.1% |
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