+331.1%
WMT vs LBRT
-16.2%
+347.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.1% | -8.0% | -0.1% |
| 7D | -1.6% | -11.9% | +10.3% | -1.3% |
| 30D | +12.9% | -31.9% | +44.8% | +14.0% |
| 3M | +12.6% | -34.9% | +47.5% | +13.8% |
| 6M | -3.4% | -60.7% | +57.2% | -0.9% |
| YTD | +13.5% | -29.2% | +42.7% | +13.8% |
| 1Y | +23.5% | -23.6% | +47.1% | +23.5% |
| 3Y | +137.3% | -26.8% | +164.2% | +134.6% |
| 5Y | +167.9% | +16.3% | +151.6% | +158.2% |
| All | +331.1% | -16.2% | +347.3% | +307.2% |
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