+170.2%
ZBRA vs LBRT
-16.4%
+186.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.3% |
| 7D | -1.5% | -1.9% | +0.4% | -1.4% |
| 30D | -15.6% | -32.0% | +16.4% | -10.6% |
| 3M | -14.5% | -39.7% | +25.2% | -7.9% |
| 6M | +50.9% | -61.1% | +112.0% | +73.2% |
| YTD | +34.8% | -29.4% | +64.2% | +37.9% |
| 1Y | +28.3% | -24.5% | +52.8% | +29.4% |
| 3Y | +58.8% | -28.1% | +86.9% | +55.9% |
| 5Y | -44.0% | +23.9% | -67.9% | -51.0% |
| All | +170.2% | -16.4% | +186.6% | +114.6% |
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 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