+120.6%
TECH vs LBRT
-15.3%
+136.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +0.1% | +9.2% | -9.1% | -0.6% |
| 30D | +0.5% | -27.5% | +28.0% | +2.7% |
| 3M | +1.1% | -37.9% | +39.0% | +4.4% |
| 6M | +62.8% | -60.7% | +123.5% | +73.6% |
| YTD | +24.5% | -28.5% | +53.0% | +25.3% |
| 1Y | +20.6% | -13.2% | +33.9% | +19.3% |
| 3Y | +29.5% | -28.8% | +58.3% | +26.9% |
| 5Y | -40.9% | +28.0% | -68.9% | -45.2% |
| All | +120.6% | -15.3% | +136.0% | +90.6% |
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