+22.1%
LBRT vs ZCMD
-100.0%
+122.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +1.5% |
| 7D | +8.7% | -8.0% | +16.7% | +8.9% |
| 30D | +6.6% | -27.9% | +34.5% | +7.1% |
| 3M | -34.5% | -74.6% | +40.1% | -33.0% |
| 6M | -24.5% | -99.5% | +75.0% | -21.1% |
| YTD | +12.7% | -99.7% | +112.5% | +18.7% |
| 1Y | +94.8% | -99.9% | +194.7% | +106.5% |
| All | +22.1% | -100.0% | +122.1% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling