+70.6%
TEVA vs LBRT
+35.9%
+34.7%
-76.0%
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 | +2.0% | +1.0% | +1.1% | +1.9% |
| 7D | +2.0% | +1.8% | +0.2% | +1.7% |
| 30D | +1.0% | -2.5% | +3.4% | +1.2% |
| 3M | +7.3% | -24.9% | +32.2% | +11.1% |
| 6M | +21.7% | -29.5% | +51.2% | +26.5% |
| YTD | +18.8% | +14.7% | +4.1% | +12.5% |
| 1Y | +86.5% | +91.7% | -5.3% | +58.6% |
| 3Y | +269.4% | +24.6% | +244.8% | +224.0% |
| 5Y | +303.6% | +127.7% | +175.9% | +199.2% |
| All | +70.6% | +35.9% | +34.7% | +14.3% |
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