+124.0%
JPM vs LBRT
+6.0%
+118.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -1.5% |
| 7D | -0.8% | -29.1% | +28.4% | +3.4% |
| 30D | +1.5% | -38.4% | +39.9% | +7.6% |
| 3M | -5.7% | -40.1% | +34.4% | +0.1% |
| 6M | +7.2% | -62.9% | +70.1% | +20.7% |
| YTD | +5.8% | -34.5% | +40.3% | +7.8% |
| 1Y | +8.8% | -30.2% | +39.0% | +9.4% |
| 3Y | +147.4% | -37.5% | +184.9% | +142.8% |
| All | +124.0% | +6.0% | +118.0% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling