+199.0%
TMUS vs LBRT
+33.5%
+165.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -4.9% | -3.6% |
| 7D | +0.1% | +8.7% | -8.7% | -0.5% |
| 30D | +5.3% | +6.6% | -1.4% | +4.7% |
| 3M | +3.1% | -34.5% | +37.6% | +5.9% |
| 6M | -16.5% | -24.5% | +8.0% | -15.2% |
| YTD | -9.2% | +12.7% | -21.9% | -10.7% |
| 1Y | -26.5% | +94.8% | -121.3% | -31.2% |
| 3Y | +39.0% | +31.9% | +7.2% | +31.1% |
| 5Y | +40.4% | +111.8% | -71.5% | +23.9% |
| All | +199.0% | +33.5% | +165.6% | +141.2% |
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