+45.4%
ZM vs LBRT
-38.0%
+83.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.4% | -4.2% | +0.7% |
| 7D | -5.9% | -29.1% | +23.3% | -3.4% |
| 30D | -5.2% | -38.4% | +33.2% | -1.7% |
| 3M | -11.3% | -40.1% | +28.8% | -8.1% |
| 6M | -14.5% | -62.9% | +48.4% | -8.3% |
| YTD | +4.2% | -34.5% | +38.7% | +4.8% |
| 1Y | +9.3% | -30.2% | +39.5% | +9.0% |
| 3Y | +45.4% | -37.5% | +82.9% | +43.8% |
| All | +45.4% | -38.0% | +83.4% | +43.8% |
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