+37.5%
ZBRA vs LBRT
+27.1%
+10.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.9% | -6.7% | -3.6% |
| 7D | +2.6% | +6.9% | -4.4% | +1.1% |
| 30D | -6.4% | +7.8% | -14.2% | -8.0% |
| 3M | +51.3% | -25.3% | +76.5% | +58.4% |
| 6M | +60.5% | -19.6% | +80.1% | +63.2% |
| YTD | +45.2% | +17.2% | +28.0% | +33.0% |
| 1Y | +12.3% | +114.1% | -101.7% | -15.0% |
| 3Y | +37.5% | +27.0% | +10.5% | +15.0% |
| All | +37.5% | +27.1% | +10.4% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling