+67.2%
TEVA vs LBRT
+34.6%
+32.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.5% | -0.4% |
| 7D | -0.7% | +2.3% | -3.1% | -1.1% |
| 30D | -0.4% | -2.9% | +2.6% | -0.1% |
| 3M | +8.2% | -26.1% | +34.4% | +12.3% |
| 6M | +15.3% | -26.2% | +41.5% | +18.7% |
| YTD | +16.5% | +13.7% | +2.8% | +10.4% |
| 1Y | +85.7% | +93.6% | -7.8% | +57.7% |
| 3Y | +277.9% | +23.2% | +254.6% | +232.0% |
| 5Y | +295.5% | +125.5% | +170.0% | +193.7% |
| All | +67.2% | +34.6% | +32.6% | +12.2% |
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