-62.2%
ZM vs LBRT
+28.1%
-90.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.1% | +2.0% |
| 7D | +11.0% | +9.2% | +1.8% | +10.1% |
| 30D | +5.6% | -27.5% | +33.2% | +8.5% |
| 3M | -9.1% | -37.9% | +28.7% | -5.6% |
| 6M | -2.6% | -60.7% | +58.1% | +5.2% |
| YTD | +15.7% | -28.5% | +44.2% | +16.3% |
| 1Y | +18.8% | -13.2% | +32.0% | +16.5% |
| 3Y | +62.2% | -28.8% | +91.0% | +57.0% |
| All | -62.2% | +28.1% | -90.2% | -63.9% |
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 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