+55.5%
ZM vs LBRT
+36.6%
+18.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.9% | -8.8% | -5.0% |
| 7D | +1.6% | +6.9% | -5.3% | +1.3% |
| 30D | -7.7% | +7.8% | -15.5% | -8.1% |
| 3M | -4.7% | -25.3% | +20.6% | -3.7% |
| 6M | +24.4% | -19.6% | +44.0% | +25.1% |
| YTD | +11.8% | +17.2% | -5.4% | +10.1% |
| 1Y | +13.4% | +114.1% | -100.7% | +7.8% |
| 3Y | +33.8% | +27.0% | +6.8% | +29.3% |
| 5Y | -67.2% | +128.3% | -195.5% | -68.5% |
| All | +55.5% | +36.6% | +18.9% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling