-11.1%
TSLA vs LBRT
-23.4%
+12.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +2.2% |
| 7D | +1.5% | -1.9% | +3.4% | +1.8% |
| 30D | +3.4% | -32.0% | +35.4% | +10.4% |
| 3M | +17.4% | -39.7% | +57.1% | +27.5% |
| 6M | -12.2% | -61.1% | +48.9% | -1.2% |
| YTD | -13.1% | -29.4% | +16.3% | -10.2% |
| 1Y | -11.1% | -24.5% | +13.4% | -15.6% |
| All | -11.1% | -23.4% | +12.3% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling