+280.9%
JPM vs LBRT
-22.5%
+303.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -1.8% |
| 7D | -0.8% | -29.1% | +28.4% | +4.8% |
| 30D | +1.5% | -38.4% | +39.9% | +9.5% |
| 3M | -5.7% | -40.1% | +34.4% | +2.0% |
| 6M | +7.2% | -62.9% | +70.1% | +24.7% |
| YTD | +5.8% | -34.5% | +40.3% | +9.4% |
| 1Y | +8.8% | -30.2% | +39.0% | +10.7% |
| 3Y | +147.4% | -37.5% | +184.9% | +145.1% |
| 5Y | +125.3% | +7.6% | +117.7% | +90.8% |
| All | +280.9% | -22.5% | +303.3% | +162.6% |
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