-58.0%
JD vs LBRT
+16.1%
-74.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.1% | -10.6% | -3.1% |
| 7D | +7.9% | -11.9% | +19.8% | +8.7% |
| 30D | +4.8% | -31.9% | +36.7% | +7.7% |
| 3M | -13.9% | -34.9% | +20.9% | -11.4% |
| 6M | -5.8% | -60.7% | +54.9% | +1.3% |
| YTD | +2.4% | -29.2% | +31.6% | +2.6% |
| 1Y | -7.5% | -23.6% | +16.1% | -8.3% |
| 3Y | +20.9% | -26.8% | +47.7% | +16.5% |
| 5Y | -58.0% | +16.3% | -74.4% | -59.5% |
| All | -58.0% | +16.1% | -74.2% | -59.5% |
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