+1,092.1%
JBL vs LBRT
+33.5%
+1,058.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.2% |
| 7D | +3.0% | +8.7% | -5.7% | +1.1% |
| 30D | -8.3% | +6.6% | -14.9% | -9.6% |
| 3M | -16.9% | -34.5% | +17.6% | -9.9% |
| 6M | +21.8% | -24.5% | +46.3% | +27.0% |
| YTD | +36.3% | +12.7% | +23.6% | +29.6% |
| 1Y | +49.5% | +94.8% | -45.3% | +24.4% |
| 3Y | +170.6% | +31.9% | +138.8% | +136.0% |
| 5Y | +408.4% | +111.8% | +296.6% | +277.4% |
| All | +1,092.1% | +33.5% | +1,058.6% | +610.5% |
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 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