+67.2%
TEVA vs LBRT
+33.5%
+33.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | -0.2% | +8.7% | -9.0% | -1.6% |
| 30D | +4.7% | +6.6% | -1.9% | +3.4% |
| 3M | +5.6% | -34.5% | +40.1% | +11.8% |
| 6M | +10.5% | -24.5% | +35.0% | +13.3% |
| YTD | +16.5% | +12.7% | +3.8% | +10.6% |
| 1Y | +96.8% | +94.8% | +1.9% | +66.6% |
| 3Y | +269.5% | +31.9% | +237.7% | +219.9% |
| 5Y | +283.5% | +111.8% | +171.7% | +188.3% |
| All | +67.2% | +33.5% | +33.8% | +12.4% |
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