+61.3%
ZBRA vs LBRT
-28.3%
+89.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.1% | -6.7% | -0.2% |
| 7D | -9.5% | -11.9% | +2.4% | -7.6% |
| 30D | -15.6% | -31.9% | +16.3% | -9.5% |
| 3M | -13.2% | -34.9% | +21.6% | -6.6% |
| 6M | +44.5% | -60.7% | +105.2% | +71.2% |
| YTD | +34.5% | -29.2% | +63.8% | +34.6% |
| 1Y | +25.9% | -23.6% | +49.5% | +23.0% |
| 3Y | +61.3% | -26.8% | +88.2% | +47.0% |
| All | +61.3% | -28.3% | +89.6% | +47.0% |
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