+41.1%
TSLA vs LBRT
+115.1%
-74.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.4% | -6.3% |
| 7D | +1.5% | +8.7% | -7.2% | -0.4% |
| 30D | +10.1% | +6.6% | +3.5% | +8.2% |
| 3M | -15.4% | -34.5% | +19.1% | -7.5% |
| 6M | -12.8% | -24.5% | +11.7% | -8.7% |
| YTD | -21.3% | +12.7% | -34.0% | -25.8% |
| 1Y | +4.6% | +94.8% | -90.3% | -15.2% |
| 3Y | +44.5% | +31.9% | +12.7% | +23.9% |
| All | +41.1% | +115.1% | -74.1% | +3.9% |
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