+181.8%
TMUS vs LBRT
-16.2%
+198.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +6.5% | +13.8% | -7.3% | +5.6% |
| 30D | +11.3% | -32.4% | +43.6% | +13.8% |
| 3M | -2.9% | -39.9% | +37.0% | 0.0% |
| 6M | -10.5% | -60.8% | +50.3% | -5.3% |
| YTD | -14.4% | -29.3% | +14.9% | -13.5% |
| 1Y | -17.9% | -18.9% | +1.0% | -18.0% |
| 3Y | +21.9% | -28.0% | +49.8% | +19.8% |
| 5Y | +52.1% | +26.6% | +25.6% | +39.2% |
| All | +181.8% | -16.2% | +198.0% | +133.5% |
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