-22.3%
Z vs LBRT
+33.5%
-55.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.2% | -2.3% |
| 7D | -3.0% | +8.3% | -11.3% | -4.0% |
| 30D | -4.2% | +6.1% | -10.3% | -5.2% |
| 3M | -3.7% | -34.8% | +31.1% | +0.9% |
| 6M | -24.5% | -24.8% | +0.3% | -22.9% |
| YTD | -49.3% | +12.2% | -61.5% | -51.4% |
| 1Y | -58.7% | +94.0% | -152.7% | -64.0% |
| 3Y | -34.1% | +31.3% | -65.4% | -41.1% |
| 5Y | -64.5% | +111.8% | -176.4% | -71.4% |
| All | -22.3% | +33.5% | -55.8% | -50.4% |
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