+114.2%
REGN vs LBRT
+35.9%
+78.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.4% | -1.5% |
| 7D | -5.6% | +1.8% | -7.4% | -5.7% |
| 30D | -2.0% | -2.5% | +0.5% | -1.9% |
| 3M | +28.0% | -24.9% | +52.8% | +29.4% |
| 6M | +1.2% | -29.5% | +30.6% | +2.4% |
| YTD | +1.6% | +14.7% | -13.1% | +0.1% |
| 1Y | +38.2% | +91.7% | -53.5% | +32.0% |
| 3Y | -5.4% | +24.6% | -30.0% | -8.8% |
| 5Y | +21.3% | +127.7% | -106.4% | +12.5% |
| All | +114.2% | +35.9% | +78.3% | +96.3% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling