-24.5%
LBRT vs ZCMD
-99.9%
+75.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +3.3% |
| 7D | -1.9% | +1.4% | -3.3% | -1.9% |
| 30D | -32.0% | -29.9% | -2.2% | -31.6% |
| 3M | -39.7% | -54.9% | +15.2% | -38.9% |
| 6M | -61.1% | -99.7% | +38.6% | -57.7% |
| YTD | -29.4% | -99.9% | +70.5% | -20.7% |
| 1Y | -24.5% | -99.9% | +75.4% | -16.2% |
| All | -24.5% | -99.9% | +75.4% | -16.2% |
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