+23.5%
YUM vs LBRT
+138.4%
-114.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -2.5% |
| 7D | -3.6% | +10.2% | -13.7% | -3.8% |
| 30D | +0.4% | +4.9% | -4.5% | +0.2% |
| 3M | -3.8% | -21.2% | +17.4% | -3.1% |
| 6M | -8.3% | -19.9% | +11.7% | -7.9% |
| YTD | -2.6% | +20.8% | -23.4% | -4.4% |
| 1Y | +1.5% | +123.5% | -122.0% | -4.3% |
| 3Y | +21.6% | +30.9% | -9.3% | +16.0% |
| 5Y | +23.5% | +136.3% | -112.8% | +12.3% |
| All | +23.5% | +138.4% | -114.9% | +12.3% |
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 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