-23.9%
Z vs LBRT
-14.8%
-9.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -11.2% | +20.6% | +10.7% |
| 7D | +10.2% | -25.3% | +35.5% | +13.6% |
| 30D | +23.7% | -32.9% | +56.6% | +28.8% |
| 3M | -6.6% | -33.3% | +26.8% | -3.1% |
| 6M | -23.0% | -61.0% | +38.0% | -14.9% |
| YTD | -50.3% | -28.0% | -22.3% | -50.2% |
| 1Y | -53.6% | -21.5% | -32.1% | -54.1% |
| 3Y | -10.1% | -31.5% | +21.4% | -12.9% |
| 5Y | -49.8% | +12.3% | -62.1% | -56.3% |
| All | -23.9% | -14.8% | -9.1% | -49.2% |
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 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