+37.7%
TMUS vs LBRT
+1.0%
+36.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -13.7% | +14.6% | +1.4% |
| 7D | +9.0% | -34.8% | +43.8% | +10.6% |
| 30D | -3.2% | -43.6% | +40.4% | -1.2% |
| 3M | -6.9% | -41.2% | +34.4% | -5.2% |
| 6M | -16.4% | -66.1% | +49.6% | -12.9% |
| YTD | -19.6% | -37.9% | +18.2% | -18.7% |
| 1Y | -19.9% | -33.9% | +14.0% | -19.3% |
| 3Y | +14.5% | -40.9% | +55.4% | +14.0% |
| 5Y | +37.7% | +2.1% | +35.6% | +31.1% |
| All | +37.7% | +1.0% | +36.7% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling