-14.5%
ZBH vs LBRT
+43.0%
-57.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | 0.0% |
| 7D | -4.9% | +10.2% | -15.1% | -6.1% |
| 30D | -3.2% | +4.9% | -8.1% | -4.0% |
| 3M | +5.8% | -21.2% | +27.1% | +8.1% |
| 6M | +2.0% | -19.9% | +21.9% | +3.3% |
| YTD | +5.8% | +20.8% | -15.0% | +0.6% |
| 1Y | -7.9% | +123.5% | -131.5% | -21.0% |
| 3Y | -19.4% | +30.9% | -50.3% | -27.8% |
| 5Y | -29.5% | +136.3% | -165.8% | -45.5% |
| All | -14.5% | +43.0% | -57.5% | -47.0% |
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