+136.1%
JNJ vs LBRT
+38.7%
+97.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.2% | -2.4% |
| 7D | -0.8% | +6.9% | -7.7% | -1.0% |
| 30D | +4.3% | +7.8% | -3.5% | +4.0% |
| 3M | +16.5% | -25.3% | +41.8% | +17.4% |
| 6M | +13.1% | -19.6% | +32.7% | +13.6% |
| YTD | +32.1% | +17.2% | +15.0% | +30.5% |
| 1Y | +54.5% | +114.1% | -59.6% | +48.4% |
| 3Y | +82.5% | +27.0% | +55.5% | +77.1% |
| 5Y | +80.0% | +128.3% | -48.3% | +66.7% |
| All | +136.1% | +38.7% | +97.4% | +102.7% |
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