+48.9%
REGN vs LBRT
+28.1%
+20.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.4% |
| 7D | +5.7% | +9.2% | -3.5% | +5.1% |
| 30D | +22.8% | -27.5% | +50.3% | +24.6% |
| 3M | +18.7% | -37.9% | +56.6% | +21.5% |
| 6M | +33.1% | -60.7% | +93.8% | +39.9% |
| YTD | +24.3% | -28.5% | +52.8% | +24.3% |
| 1Y | +38.2% | -13.2% | +51.4% | +36.1% |
| 3Y | +21.1% | -28.8% | +49.8% | +17.5% |
| All | +48.9% | +28.1% | +20.8% | +39.0% |
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