+89.1%
JBL vs LBRT
-38.0%
+127.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.4% | -4.2% | -0.3% |
| 7D | -12.3% | -29.1% | +16.8% | -4.5% |
| 30D | -20.2% | -38.4% | +18.2% | -9.9% |
| 3M | -30.6% | -40.1% | +9.4% | -21.2% |
| 6M | -35.8% | -62.9% | +27.1% | -19.4% |
| YTD | +4.9% | -34.5% | +39.5% | +12.6% |
| 1Y | +11.3% | -30.2% | +41.5% | +17.4% |
| 3Y | +89.1% | -37.5% | +126.6% | +92.3% |
| All | +89.1% | -38.0% | +127.1% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling