-31.7%
JD vs LBRT
-15.3%
-16.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.4% |
| 7D | -4.1% | +9.2% | -13.3% | -4.9% |
| 30D | +4.6% | -27.5% | +32.1% | +7.1% |
| 3M | -4.7% | -37.9% | +33.1% | -1.3% |
| 6M | -17.4% | -60.7% | +43.4% | -11.0% |
| YTD | +0.7% | -28.5% | +29.2% | +1.5% |
| 1Y | -5.9% | -13.2% | +7.3% | -7.2% |
| 3Y | +18.9% | -28.8% | +47.7% | +16.5% |
| 5Y | -62.9% | +28.0% | -90.9% | -66.3% |
| All | -31.7% | -15.3% | -16.3% | -37.6% |
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