+340.9%
JCI vs LBRT
+33.5%
+307.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.8% |
| 7D | +3.8% | +8.3% | -4.4% | +2.6% |
| 30D | -5.7% | +6.1% | -11.8% | -6.6% |
| 3M | -1.4% | -34.8% | +33.4% | +4.0% |
| 6M | +4.1% | -24.8% | +29.0% | +7.0% |
| YTD | +21.7% | +12.2% | +9.5% | +17.5% |
| 1Y | +36.1% | +94.0% | -57.8% | +19.7% |
| 3Y | +154.4% | +31.3% | +123.2% | +130.4% |
| 5Y | +112.0% | +111.8% | +0.2% | +72.2% |
| All | +340.9% | +33.5% | +307.5% | +213.0% |
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