+1,098.8%
JBL vs LBRT
+38.7%
+1,060.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.4% | -0.3% |
| 7D | +4.4% | +6.9% | -2.5% | +2.9% |
| 30D | -8.4% | +7.8% | -16.2% | -10.0% |
| 3M | -14.2% | -25.3% | +11.1% | -9.5% |
| 6M | +29.6% | -19.6% | +49.2% | +33.3% |
| YTD | +37.1% | +17.2% | +19.9% | +29.3% |
| 1Y | +49.5% | +114.1% | -64.6% | +21.8% |
| 3Y | +192.7% | +27.0% | +165.7% | +157.5% |
| 5Y | +411.3% | +128.3% | +283.0% | +273.3% |
| All | +1,098.8% | +38.7% | +1,060.1% | +608.4% |
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 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