+146.0%
JNJ vs LBRT
-16.4%
+162.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.2% |
| 7D | +1.5% | -1.9% | +3.4% | +1.5% |
| 30D | +6.3% | -32.0% | +38.4% | +7.5% |
| 3M | +8.5% | -39.7% | +48.1% | +10.0% |
| 6M | +28.0% | -61.1% | +89.1% | +31.5% |
| YTD | +37.7% | -29.4% | +67.1% | +37.9% |
| 1Y | +47.9% | -24.5% | +72.4% | +47.7% |
| 3Y | +107.4% | -28.1% | +135.5% | +104.8% |
| 5Y | +97.7% | +23.9% | +73.9% | +87.2% |
| All | +146.0% | -16.4% | +162.4% | +114.2% |
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