+68.0%
INCY vs LBRT
+116.2%
-48.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.8% | -2.1% |
| 7D | -0.5% | +6.9% | -7.4% | -0.9% |
| 30D | +3.2% | +7.8% | -4.6% | +2.7% |
| 3M | +23.6% | -25.3% | +48.9% | +25.3% |
| 6M | +29.7% | -19.6% | +49.2% | +30.3% |
| YTD | +25.9% | +17.2% | +8.8% | +23.1% |
| 1Y | +43.7% | +114.1% | -70.4% | +33.7% |
| 3Y | +94.4% | +27.0% | +67.4% | +83.6% |
| 5Y | +68.0% | +128.3% | -60.3% | +50.4% |
| All | +68.0% | +116.2% | -48.2% | +50.4% |
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