+178.6%
TMUS vs LBRT
-19.0%
+197.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.4% |
| 7D | +9.5% | -15.7% | +25.2% | +10.6% |
| 30D | +13.8% | -34.3% | +48.1% | +16.6% |
| 3M | -4.6% | -40.6% | +36.1% | -1.6% |
| 6M | -11.7% | -62.0% | +50.3% | -6.4% |
| YTD | -15.4% | -31.6% | +16.2% | -14.3% |
| 1Y | -16.1% | -25.8% | +9.7% | -15.8% |
| 3Y | +20.5% | -30.4% | +50.8% | +18.7% |
| 5Y | +48.7% | +18.7% | +30.1% | +36.8% |
| All | +178.6% | -19.0% | +197.6% | +131.4% |
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