+224.6%
LBRT vs ZCMD
-100.0%
+324.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.8% | +1.1% |
| 7D | +8.3% | -8.0% | +16.3% | +8.5% |
| 30D | +6.1% | -27.9% | +34.0% | +6.8% |
| 3M | -34.8% | -74.6% | +39.8% | -33.5% |
| 6M | -24.8% | -99.5% | +74.6% | -19.0% |
| YTD | +12.2% | -99.7% | +112.0% | +23.1% |
| 1Y | +94.0% | -99.9% | +193.9% | +116.2% |
| 3Y | +31.3% | -100.0% | +131.3% | +56.7% |
| 5Y | +111.8% | -100.0% | +211.8% | +154.8% |
| All | +224.6% | -100.0% | +324.6% | +507.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling