+99.8%
INCY vs LBRT
+21.3%
+78.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.0% |
| 7D | +1.9% | +8.7% | -6.8% | +1.5% |
| 30D | +5.8% | +6.6% | -0.8% | +5.4% |
| 3M | +25.2% | -34.5% | +59.7% | +27.4% |
| 6M | +28.2% | -24.5% | +52.7% | +29.0% |
| YTD | +28.3% | +12.7% | +15.6% | +25.7% |
| 1Y | +48.3% | +94.8% | -46.5% | +39.2% |
| All | +99.8% | +21.3% | +78.4% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling