+119.3%
TECH vs LBRT
+33.5%
+85.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +0.1% | +8.7% | -8.6% | -0.6% |
| 30D | +0.7% | +6.6% | -5.9% | +0.1% |
| 3M | +36.3% | -34.5% | +70.8% | +40.3% |
| 6M | +25.6% | -24.5% | +50.1% | +27.2% |
| YTD | +23.7% | +12.7% | +11.0% | +20.7% |
| 1Y | +37.6% | +94.8% | -57.2% | +26.9% |
| 3Y | -6.6% | +31.9% | -38.4% | -12.4% |
| 5Y | -42.2% | +111.8% | -154.1% | -48.4% |
| All | +119.3% | +33.5% | +85.8% | +83.6% |
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