-21.2%
TMUS vs LBRT
-25.0%
+3.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -11.2% | +14.3% | +2.9% |
| 7D | +7.5% | -25.3% | +32.8% | +7.2% |
| 30D | -3.3% | -32.9% | +29.6% | -3.3% |
| 3M | -9.7% | -33.3% | +23.7% | -9.8% |
| 6M | -17.2% | -61.0% | +43.7% | -17.1% |
| YTD | -20.3% | -28.0% | +7.7% | -15.9% |
| 1Y | -21.2% | -21.5% | +0.3% | -15.9% |
| All | -21.2% | -25.0% | +3.8% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling