+51.2%
JNJ vs LBRT
-25.0%
+76.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -11.2% | +15.0% | +3.2% |
| 7D | +1.9% | -25.3% | +27.3% | +0.6% |
| 30D | +9.2% | -32.9% | +42.1% | +7.4% |
| 3M | +8.9% | -33.3% | +42.3% | +7.1% |
| 6M | +24.6% | -61.0% | +85.5% | +21.9% |
| YTD | +35.7% | -28.0% | +63.7% | +31.3% |
| 1Y | +51.2% | -21.5% | +72.7% | +46.3% |
| All | +51.2% | -25.0% | +76.2% | +46.3% |
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