+63.4%
TSLA vs LBRT
-38.0%
+101.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.1% | +2.7% |
| 7D | -10.4% | -29.1% | +18.7% | -1.6% |
| 30D | -5.2% | -38.4% | +33.2% | +8.1% |
| 3M | +12.1% | -40.1% | +52.2% | +28.1% |
| 6M | -10.2% | -62.9% | +52.7% | +16.4% |
| YTD | -20.3% | -34.5% | +14.2% | -15.4% |
| 1Y | -19.7% | -30.2% | +10.5% | -17.0% |
| 3Y | +63.4% | -37.5% | +100.8% | +68.1% |
| All | +63.4% | -38.0% | +101.4% | +68.1% |
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 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