+142.4%
JNJ vs LBRT
-22.5%
+164.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -3.9% | +1.3% |
| 7D | +1.1% | -29.1% | +30.3% | +2.1% |
| 30D | +6.9% | -38.4% | +45.3% | +8.4% |
| 3M | +8.0% | -40.1% | +48.1% | +9.5% |
| 6M | +24.3% | -62.9% | +87.2% | +27.9% |
| YTD | +35.6% | -34.5% | +70.1% | +36.2% |
| 1Y | +51.1% | -30.2% | +81.3% | +51.2% |
| 3Y | +98.3% | -37.5% | +135.8% | +96.9% |
| 5Y | +94.3% | +7.6% | +86.7% | +85.1% |
| All | +142.4% | -22.5% | +164.8% | +111.6% |
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