-30.8%
JD vs LBRT
+33.5%
-64.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | -1.7% | +8.7% | -10.4% | -2.5% |
| 30D | -13.2% | +6.6% | -19.8% | -13.8% |
| 3M | -3.2% | -34.5% | +31.3% | +0.2% |
| 6M | +15.2% | -24.5% | +39.7% | +17.1% |
| YTD | +2.0% | +12.7% | -10.7% | -0.8% |
| 1Y | -5.4% | +94.8% | -100.2% | -13.5% |
| 3Y | -9.1% | +31.9% | -41.0% | -15.5% |
| 5Y | -59.6% | +111.8% | -171.4% | -64.8% |
| All | -30.8% | +33.5% | -64.3% | -39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling