+869.4%
JBL vs LBRT
-16.2%
+885.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.1% | -2.5% | +3.8% |
| 7D | -5.2% | -11.9% | +6.7% | -2.5% |
| 30D | -17.5% | -31.9% | +14.4% | -10.3% |
| 3M | -26.0% | -34.9% | +8.9% | -18.8% |
| 6M | -28.9% | -60.7% | +31.8% | -13.9% |
| YTD | +10.8% | -29.2% | +40.1% | +16.6% |
| 1Y | +18.3% | -23.6% | +41.9% | +22.2% |
| 3Y | +102.2% | -26.8% | +129.0% | +101.1% |
| 5Y | +303.2% | +16.3% | +286.9% | +244.1% |
| All | +869.4% | -16.2% | +885.6% | +539.1% |
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 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