+63.4%
ZM vs LBRT
+31.4%
+32.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.2% | +3.2% |
| 7D | +2.9% | +8.3% | -5.3% | +2.6% |
| 30D | +0.7% | +6.1% | -5.4% | +0.4% |
| 3M | -3.7% | -34.8% | +31.1% | -2.1% |
| 6M | +29.9% | -24.8% | +54.7% | +30.9% |
| YTD | +17.4% | +12.2% | +5.2% | +15.9% |
| 1Y | +22.4% | +94.0% | -71.6% | +17.0% |
| 3Y | +41.3% | +31.3% | +10.0% | +36.4% |
| 5Y | -66.0% | +111.8% | -177.9% | -67.4% |
| All | +63.4% | +31.4% | +32.0% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling