+63.4%
ZM vs LBRT
+31.4%
+32.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +3.2% |
| 7D | +2.9% | +8.7% | -5.8% | +2.6% |
| 30D | +0.7% | +6.6% | -5.9% | +0.3% |
| 3M | -3.7% | -34.5% | +30.8% | -2.1% |
| 6M | +29.9% | -24.5% | +54.4% | +30.9% |
| YTD | +17.4% | +12.7% | +4.7% | +15.9% |
| 1Y | +22.4% | +94.8% | -72.5% | +17.0% |
| 3Y | +41.3% | +31.9% | +9.4% | +36.4% |
| 5Y | -66.0% | +111.8% | -177.9% | -67.4% |
| All | +63.4% | +31.4% | +32.0% | +102.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling