+8.4%
ZS vs LBRT
-27.9%
+36.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -5.2% | +13.8% | -19.1% | -6.8% |
| 30D | -15.5% | -32.4% | +16.9% | -11.8% |
| 3M | +9.0% | -39.9% | +48.9% | +14.8% |
| 6M | +32.2% | -60.8% | +93.0% | +46.8% |
| YTD | -14.1% | -29.3% | +15.2% | -13.2% |
| 1Y | -39.1% | -18.9% | -20.2% | -39.9% |
| All | +8.4% | -27.9% | +36.3% | +7.8% |
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