+126.9%
REGN vs LBRT
+33.5%
+93.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.3% | -1.9% |
| 7D | +4.2% | +8.7% | -4.5% | +3.8% |
| 30D | +7.8% | +6.6% | +1.2% | +7.4% |
| 3M | +31.8% | -34.5% | +66.3% | +34.2% |
| 6M | +5.4% | -24.5% | +29.9% | +6.3% |
| YTD | +7.7% | +12.7% | -5.1% | +6.1% |
| 1Y | +46.7% | +94.8% | -48.2% | +39.9% |
| 3Y | +0.5% | +31.9% | -31.4% | -3.4% |
| 5Y | +22.9% | +111.8% | -88.9% | +14.5% |
| All | +126.9% | +33.5% | +93.4% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling