+166.9%
TMUS vs LBRT
-22.5%
+189.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | +0.5% |
| 7D | +3.6% | -29.1% | +32.7% | +5.7% |
| 30D | -3.4% | -38.4% | +35.0% | -0.5% |
| 3M | -9.5% | -40.1% | +30.6% | -6.8% |
| 6M | -15.2% | -62.9% | +47.7% | -9.9% |
| YTD | -18.9% | -34.5% | +15.6% | -17.7% |
| 1Y | -17.7% | -30.2% | +12.5% | -17.0% |
| 3Y | +15.6% | -37.5% | +53.1% | +14.9% |
| 5Y | +38.9% | +7.6% | +31.3% | +28.7% |
| All | +166.9% | -22.5% | +189.4% | +122.4% |
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