-2.6%
ZBH vs LBRT
-16.4%
+13.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | -0.2% |
| 7D | -2.4% | -1.9% | -0.5% | -2.3% |
| 30D | +16.6% | -32.0% | +48.6% | +21.2% |
| 3M | +10.8% | -39.7% | +50.5% | +16.6% |
| 6M | +35.8% | -61.1% | +96.8% | +49.8% |
| YTD | +20.5% | -29.4% | +49.9% | +21.3% |
| 1Y | +22.7% | -24.5% | +47.2% | +22.0% |
| 3Y | +4.9% | -28.1% | +33.0% | +0.6% |
| 5Y | -12.8% | +23.9% | -36.7% | -26.8% |
| All | -2.6% | -16.4% | +13.7% | -36.1% |
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