+19.4%
INCY vs LBRT
-25.0%
+44.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -11.2% | +15.7% | +4.1% |
| 7D | +5.1% | -25.3% | +30.4% | +4.4% |
| 30D | +7.6% | -32.9% | +40.5% | +6.9% |
| 3M | +1.9% | -33.3% | +35.2% | +1.2% |
| 6M | +26.5% | -61.0% | +87.4% | +26.8% |
| YTD | +24.4% | -28.0% | +52.4% | +18.1% |
| 1Y | +19.4% | -21.5% | +40.9% | +12.1% |
| All | +19.4% | -25.0% | +44.4% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling