+15.4%
TSLA vs LBRT
+25.3%
-9.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +15.6% | +13.8% | +1.8% | +12.0% |
| 30D | +5.9% | -32.4% | +38.3% | +15.6% |
| 3M | +21.4% | -39.9% | +61.2% | +35.7% |
| 6M | -8.3% | -60.8% | +52.5% | +12.4% |
| YTD | -11.6% | -29.3% | +17.6% | -7.8% |
| 1Y | -7.7% | -18.9% | +11.2% | -7.3% |
| 3Y | +85.2% | -28.0% | +113.1% | +80.2% |
| 5Y | +15.4% | +26.6% | -11.2% | -7.5% |
| All | +15.4% | +25.3% | -9.9% | -7.5% |
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 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