+298.4%
TEVA vs LBRT
+138.4%
+159.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.8% | -0.1% |
| 7D | -1.7% | +10.2% | -11.9% | -2.8% |
| 30D | +2.0% | +4.9% | -2.9% | +1.3% |
| 3M | +7.0% | -21.2% | +28.2% | +9.3% |
| 6M | +17.0% | -19.9% | +36.9% | +18.5% |
| YTD | +18.1% | +20.8% | -2.7% | +12.0% |
| 1Y | +87.2% | +123.5% | -36.3% | +59.8% |
| 3Y | +283.1% | +30.9% | +252.1% | +239.0% |
| 5Y | +298.4% | +136.3% | +162.1% | +192.8% |
| All | +298.4% | +138.4% | +159.9% | +192.8% |
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