+195.0%
TQQQ vs LBRT
-27.1%
+222.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.1% |
| 7D | +10.4% | +9.2% | +1.2% | +6.6% |
| 30D | -22.2% | -27.5% | +5.3% | -11.7% |
| 3M | -25.1% | -37.9% | +12.8% | -10.2% |
| 6M | -25.0% | -60.7% | +35.7% | +5.7% |
| YTD | +10.1% | -28.5% | +38.6% | +17.5% |
| 1Y | +11.0% | -13.2% | +24.3% | +8.9% |
| 3Y | +195.0% | -28.8% | +223.8% | +189.4% |
| All | +195.0% | -27.1% | +222.1% | +189.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling