+120.3%
TECH vs LBRT
-22.5%
+142.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.2% | -0.3% |
| 7D | +0.2% | -29.1% | +29.3% | +2.7% |
| 30D | +0.3% | -38.4% | +38.7% | +3.9% |
| 3M | +1.3% | -40.1% | +41.4% | +5.0% |
| 6M | +54.0% | -62.9% | +116.9% | +64.9% |
| YTD | +24.3% | -34.5% | +58.8% | +26.0% |
| 1Y | +25.8% | -30.2% | +56.0% | +26.7% |
| 3Y | +26.0% | -37.5% | +63.4% | +24.7% |
| 5Y | -40.1% | +7.6% | -47.7% | -43.8% |
| All | +120.3% | -22.5% | +142.8% | +91.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling