+120.5%
TECH vs LBRT
-19.0%
+139.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.3% |
| 7D | +0.2% | -15.7% | +15.9% | +1.4% |
| 30D | +0.5% | -34.3% | +34.8% | +3.5% |
| 3M | +1.1% | -40.6% | +41.7% | +4.8% |
| 6M | +51.0% | -62.0% | +113.0% | +61.4% |
| YTD | +24.4% | -31.6% | +56.0% | +25.6% |
| 1Y | +27.4% | -25.8% | +53.2% | +27.7% |
| 3Y | +28.5% | -30.4% | +58.9% | +26.2% |
| 5Y | -40.9% | +18.7% | -59.5% | -44.9% |
| All | +120.5% | -19.0% | +139.5% | +91.1% |
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 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