+98.8%
JCI vs LBRT
+6.0%
+92.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.4% | -2.7% | +1.9% |
| 7D | -9.4% | -29.1% | +19.8% | -4.6% |
| 30D | -13.4% | -38.4% | +25.0% | -6.9% |
| 3M | -12.4% | -40.1% | +27.7% | -5.6% |
| 6M | -5.1% | -62.9% | +57.8% | +8.5% |
| YTD | +13.7% | -34.5% | +48.3% | +18.6% |
| 1Y | +11.4% | -30.2% | +41.6% | +14.8% |
| 3Y | +175.9% | -37.5% | +213.4% | +177.7% |
| All | +98.8% | +6.0% | +92.8% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling