+244.8%
SOXX vs LBRT
+117.3%
+127.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.9% | +3.2% | -1.5% |
| 7D | +3.0% | +2.3% | +0.7% | +2.5% |
| 30D | -3.1% | -2.9% | -0.2% | -2.6% |
| 3M | -4.4% | -26.1% | +21.7% | +0.9% |
| 6M | +52.9% | -26.2% | +79.0% | +60.7% |
| YTD | +72.0% | +13.7% | +58.4% | +64.7% |
| 1Y | +105.1% | +93.6% | +11.5% | +74.2% |
| 3Y | +220.6% | +23.2% | +197.4% | +186.7% |
| 5Y | +244.8% | +125.5% | +119.3% | +172.9% |
| All | +244.8% | +117.3% | +127.5% | +172.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling