+1,585.7%
TSLA vs LBRT
-19.0%
+1,604.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.1% |
| 7D | -4.7% | -15.7% | +11.0% | -1.7% |
| 30D | -0.8% | -34.3% | +33.5% | +6.6% |
| 3M | +14.8% | -40.6% | +55.4% | +25.2% |
| 6M | -11.3% | -62.0% | +50.7% | +4.0% |
| YTD | -15.6% | -31.6% | +16.1% | -11.7% |
| 1Y | -14.7% | -25.8% | +11.1% | -12.3% |
| 3Y | +76.9% | -30.4% | +107.3% | +77.8% |
| 5Y | +6.7% | +18.7% | -12.0% | -4.0% |
| All | +1,585.7% | -19.0% | +1,604.7% | +1,256.5% |
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