+160.7%
JCI vs LBRT
+26.0%
+134.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | +3.8% | +8.7% | -4.9% | +2.6% |
| 30D | -5.7% | +6.6% | -12.3% | -6.6% |
| 3M | -1.4% | -34.5% | +33.1% | +4.0% |
| 6M | +4.1% | -24.5% | +28.6% | +6.9% |
| YTD | +21.7% | +12.7% | +9.0% | +16.7% |
| 1Y | +36.1% | +94.8% | -58.7% | +17.3% |
| All | +160.7% | +26.0% | +134.7% | +135.9% |
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