+123.5%
LBRT vs ZCMD
-99.9%
+223.4%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +3.0% |
| 7D | +10.2% | -4.1% | +14.3% | +10.3% |
| 30D | +4.9% | -22.7% | +27.6% | +5.3% |
| 3M | -21.2% | -62.5% | +41.3% | -18.5% |
| 6M | -19.9% | -99.5% | +79.5% | -13.9% |
| YTD | +20.8% | -99.7% | +120.5% | +32.9% |
| 1Y | +123.5% | -99.9% | +223.4% | +153.3% |
| All | +123.5% | -99.9% | +223.4% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling