+51.8%
TMUS vs LBRT
+28.1%
+23.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +4.9% | +9.2% | -4.3% | +4.6% |
| 30D | +7.7% | -27.5% | +35.2% | +8.8% |
| 3M | -6.8% | -37.9% | +31.1% | -5.2% |
| 6M | -9.7% | -60.7% | +51.0% | -6.4% |
| YTD | -15.0% | -28.5% | +13.6% | -14.4% |
| 1Y | -19.1% | -13.2% | -5.9% | -19.5% |
| 3Y | +21.4% | -28.8% | +50.2% | +19.7% |
| All | +51.8% | +28.1% | +23.7% | +39.8% |
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