+9.6%
ZM vs LBRT
-25.0%
+34.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.2% | +11.2% | +0.1% |
| 7D | -8.4% | -25.3% | +16.9% | -8.2% |
| 30D | -1.9% | -32.9% | +31.0% | -1.9% |
| 3M | -10.1% | -33.3% | +23.3% | -10.2% |
| 6M | -13.9% | -61.0% | +47.1% | -15.1% |
| YTD | +6.4% | -28.0% | +34.4% | +7.5% |
| 1Y | +9.6% | -21.5% | +31.1% | +7.9% |
| All | +9.6% | -25.0% | +34.6% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling