-29.9%
JD vs LBRT
-26.4%
-3.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -13.7% | +17.0% | +4.5% |
| 7D | +11.7% | -34.8% | +46.6% | +15.7% |
| 30D | +8.1% | -43.6% | +51.7% | +13.3% |
| 3M | -12.0% | -41.2% | +29.3% | -8.4% |
| 6M | -3.5% | -66.1% | +62.6% | +5.3% |
| YTD | +3.3% | -37.9% | +41.2% | +5.5% |
| 1Y | -7.4% | -33.9% | +26.5% | -6.3% |
| 3Y | +16.6% | -40.9% | +57.5% | +16.3% |
| 5Y | -57.9% | +2.1% | -60.0% | -60.9% |
| All | -29.9% | -26.4% | -3.4% | -35.1% |
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