+865.4%
SOXX vs LBRT
+38.7%
+826.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.9% | -2.3% | +0.9% |
| 7D | +5.6% | +6.9% | -1.3% | +4.3% |
| 30D | -2.7% | +7.8% | -10.5% | -4.2% |
| 3M | -7.5% | -25.3% | +17.8% | -3.3% |
| 6M | +63.5% | -19.6% | +83.1% | +68.1% |
| YTD | +75.7% | +17.2% | +58.5% | +68.5% |
| 1Y | +113.3% | +114.1% | -0.8% | +82.3% |
| 3Y | +227.4% | +27.0% | +200.4% | +197.3% |
| 5Y | +256.2% | +128.3% | +127.9% | +183.7% |
| All | +865.4% | +38.7% | +826.7% | +585.4% |
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