+1,471.6%
TSLA vs LBRT
+33.5%
+1,438.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -7.0% | -6.1% |
| 7D | +1.5% | +8.3% | -6.7% | +0.1% |
| 30D | +10.1% | +6.1% | +4.0% | +8.8% |
| 3M | -15.4% | -34.8% | +19.4% | -9.3% |
| 6M | -12.8% | -24.8% | +12.1% | -9.4% |
| YTD | -21.3% | +12.2% | -33.5% | -24.3% |
| 1Y | +4.6% | +94.0% | -89.4% | -9.8% |
| 3Y | +44.5% | +31.3% | +13.2% | +30.4% |
| 5Y | +44.8% | +111.8% | -67.0% | +17.8% |
| All | +1,471.6% | +33.5% | +1,438.1% | +1,062.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling