+414.5%
ZS vs LBRT
+36.0%
+378.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.6% |
| 7D | -7.8% | +8.3% | -16.1% | -8.4% |
| 30D | +5.0% | +6.1% | -1.1% | +4.6% |
| 3M | +25.5% | -34.8% | +60.3% | +29.0% |
| 6M | +8.7% | -24.8% | +33.5% | +10.4% |
| YTD | -24.5% | +12.2% | -36.7% | -25.8% |
| 1Y | -36.7% | +94.0% | -130.7% | -40.6% |
| 3Y | +7.2% | +31.3% | -24.1% | +2.3% |
| 5Y | -40.9% | +111.8% | -152.7% | -44.8% |
| All | +414.5% | +36.0% | +378.6% | +363.0% |
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