-33.6%
Z vs LBRT
-22.5%
-11.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.4% | -7.8% | -3.1% |
| 7D | -4.6% | -29.1% | +24.6% | -0.9% |
| 30D | +8.3% | -38.4% | +46.7% | +14.0% |
| 3M | -11.6% | -40.1% | +28.4% | -7.1% |
| 6M | -33.6% | -62.9% | +29.3% | -26.2% |
| YTD | -56.7% | -34.5% | -22.2% | -56.0% |
| 1Y | -59.1% | -30.2% | -28.9% | -59.0% |
| 3Y | -20.4% | -37.5% | +17.1% | -22.0% |
| 5Y | -55.3% | +7.6% | -62.9% | -60.9% |
| All | -33.6% | -22.5% | -11.2% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling