-37.6%
ZBRA vs LBRT
+115.1%
-152.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.2% |
| 7D | +1.8% | +8.7% | -7.0% | +0.1% |
| 30D | -1.7% | +6.6% | -8.3% | -3.1% |
| 3M | +47.8% | -34.5% | +82.2% | +58.5% |
| 6M | +56.7% | -24.5% | +81.2% | +61.8% |
| YTD | +49.4% | +12.7% | +36.7% | +40.3% |
| 1Y | +16.5% | +94.8% | -78.3% | -4.9% |
| 3Y | +31.5% | +31.9% | -0.4% | +13.1% |
| All | -37.6% | +115.1% | -152.7% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling