-1.9%
ZBH vs LBRT
-16.2%
+14.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.1% | -5.5% | +1.6% |
| 7D | +11.3% | -11.9% | +23.2% | +12.5% |
| 30D | +21.5% | -31.9% | +53.5% | +26.3% |
| 3M | +12.5% | -34.9% | +47.4% | +17.2% |
| 6M | +32.3% | -60.7% | +92.9% | +45.7% |
| YTD | +21.4% | -29.2% | +50.7% | +22.2% |
| 1Y | +23.7% | -23.6% | +47.3% | +22.8% |
| 3Y | +7.0% | -26.8% | +33.9% | +2.4% |
| 5Y | -13.2% | +16.3% | -29.5% | -26.4% |
| All | -1.9% | -16.2% | +14.3% | -35.6% |
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