+893.7%
JBL vs LBRT
-16.4%
+910.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +2.9% |
| 7D | +0.1% | -1.9% | +2.0% | +0.5% |
| 30D | -17.0% | -32.0% | +15.0% | -9.8% |
| 3M | -27.4% | -39.7% | +12.3% | -19.0% |
| 6M | -29.1% | -61.1% | +32.0% | -13.9% |
| YTD | +13.6% | -29.4% | +43.0% | +19.6% |
| 1Y | +22.8% | -24.5% | +47.2% | +27.2% |
| 3Y | +103.0% | -28.1% | +131.1% | +102.7% |
| 5Y | +307.4% | +23.9% | +283.5% | +243.1% |
| All | +893.7% | -16.4% | +910.1% | +555.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling