+1,490.0%
TSLA vs LBRT
-22.5%
+1,512.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.1% | +3.3% |
| 7D | -10.4% | -29.1% | +18.7% | -4.9% |
| 30D | -5.2% | -38.4% | +33.2% | +3.1% |
| 3M | +12.1% | -40.1% | +52.2% | +22.1% |
| 6M | -10.2% | -62.9% | +52.7% | +5.9% |
| YTD | -20.3% | -34.5% | +14.2% | -16.1% |
| 1Y | -19.7% | -30.2% | +10.5% | -16.5% |
| 3Y | +63.4% | -37.5% | +100.8% | +67.0% |
| 5Y | -12.1% | +7.6% | -19.7% | -19.7% |
| All | +1,490.0% | -22.5% | +1,512.4% | +1,189.7% |
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