+99.9%
JCI vs LBRT
+25.3%
+74.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +8.4% | +13.8% | -5.4% | +6.2% |
| 30D | -8.9% | -32.4% | +23.5% | -3.5% |
| 3M | -6.4% | -39.9% | +33.5% | +0.7% |
| 6M | +1.6% | -60.8% | +62.5% | +15.2% |
| YTD | +20.1% | -29.3% | +49.3% | +23.7% |
| 1Y | +17.2% | -18.9% | +36.1% | +18.0% |
| 3Y | +190.7% | -28.0% | +218.7% | +186.5% |
| 5Y | +99.9% | +26.6% | +73.3% | +82.2% |
| All | +99.9% | +25.3% | +74.6% | +82.2% |
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