+86.5%
TEVA vs LBRT
+97.8%
-11.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +2.0% |
| 7D | +2.0% | +1.8% | +0.2% | +2.0% |
| 30D | +1.0% | -2.5% | +3.4% | +0.9% |
| 3M | +7.3% | -24.9% | +32.2% | +7.6% |
| 6M | +21.7% | -29.5% | +51.2% | +22.5% |
| YTD | +18.8% | +14.7% | +4.1% | +17.6% |
| 1Y | +86.5% | +91.7% | -5.3% | +85.5% |
| All | +86.5% | +97.8% | -11.3% | +85.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling