+28.6%
INCY vs LBRT
-22.5%
+51.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | +1.0% |
| 7D | -0.6% | -29.1% | +28.5% | +1.4% |
| 30D | +5.5% | -38.4% | +43.9% | +8.5% |
| 3M | +1.1% | -40.1% | +41.1% | +4.0% |
| 6M | +19.8% | -62.9% | +82.7% | +26.9% |
| YTD | +21.1% | -34.5% | +55.7% | +22.5% |
| 1Y | +13.7% | -30.2% | +43.9% | +14.4% |
| 3Y | +119.3% | -37.5% | +156.7% | +117.4% |
| 5Y | +76.3% | +7.6% | +68.7% | +64.4% |
| All | +28.6% | -22.5% | +51.0% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling