-11.4%
ZBH vs LBRT
+33.5%
-44.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.0% |
| 7D | -2.8% | +8.7% | -11.5% | -3.9% |
| 30D | -0.1% | +6.6% | -6.7% | -1.1% |
| 3M | +13.4% | -34.5% | +47.9% | +18.6% |
| 6M | +3.0% | -24.5% | +27.5% | +5.0% |
| YTD | +9.7% | +12.7% | -3.1% | +5.3% |
| 1Y | -5.4% | +94.8% | -100.2% | -17.3% |
| 3Y | -15.6% | +31.9% | -47.4% | -24.7% |
| 5Y | -28.1% | +111.8% | -139.9% | -43.5% |
| All | -11.4% | +33.5% | -44.9% | -44.6% |
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