+23.1%
REGN vs LBRT
+117.3%
-94.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.9% | +4.1% | -1.4% |
| 7D | -6.0% | +2.3% | -8.3% | -6.1% |
| 30D | -0.4% | -2.9% | +2.6% | -0.2% |
| 3M | +32.0% | -26.1% | +58.1% | +33.8% |
| 6M | +3.0% | -26.2% | +29.2% | +4.1% |
| YTD | +3.2% | +13.7% | -10.5% | +1.1% |
| 1Y | +43.4% | +93.6% | -50.1% | +34.8% |
| 3Y | -3.6% | +23.2% | -26.8% | -8.5% |
| 5Y | +23.1% | +125.5% | -102.4% | +18.6% |
| All | +23.1% | +117.3% | -94.2% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling