-99.9%
SQQQ vs LBRT
+33.5%
-133.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | +0.1% |
| 7D | -0.9% | +8.7% | -9.7% | +1.8% |
| 30D | -0.3% | +6.6% | -6.9% | +2.2% |
| 3M | +2.7% | -34.5% | +37.2% | -7.4% |
| 6M | -43.8% | -24.5% | -19.3% | -46.8% |
| YTD | -42.9% | +12.7% | -55.6% | -37.5% |
| 1Y | -53.5% | +94.8% | -148.4% | -37.2% |
| 3Y | -89.4% | +31.9% | -121.3% | -85.5% |
| 5Y | -94.7% | +111.8% | -206.5% | -90.5% |
| All | -99.9% | +33.5% | -133.4% | -99.7% |
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