+263.1%
WMT vs LBRT
+43.0%
+220.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.3% |
| 7D | -0.2% | +10.2% | -10.4% | -0.6% |
| 30D | -5.8% | +4.9% | -10.7% | -6.0% |
| 3M | -10.8% | -21.2% | +10.5% | -10.2% |
| 6M | -14.3% | -19.9% | +5.6% | -14.0% |
| YTD | -4.4% | +20.8% | -25.2% | -5.5% |
| 1Y | +4.3% | +123.5% | -119.2% | +0.5% |
| 3Y | +100.1% | +30.9% | +69.1% | +94.5% |
| 5Y | +130.8% | +136.3% | -5.5% | +117.6% |
| All | +263.1% | +43.0% | +220.1% | +237.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling