+57.4%
JNJ vs LBRT
+100.7%
-43.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.1% |
| 7D | +2.7% | +8.3% | -5.6% | +2.9% |
| 30D | +7.4% | +6.1% | +1.2% | +7.6% |
| 3M | +21.2% | -34.8% | +56.0% | +20.7% |
| 6M | +13.4% | -24.8% | +38.2% | +13.1% |
| YTD | +35.1% | +12.2% | +22.9% | +34.9% |
| 1Y | +57.4% | +94.0% | -36.5% | +59.5% |
| All | +57.4% | +100.7% | -43.3% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling