+20.2%
ZTS vs LBRT
-16.2%
+36.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.4% | +3.2% |
| 7D | -1.0% | -11.9% | +10.9% | -0.4% |
| 30D | +10.8% | -31.9% | +42.7% | +13.1% |
| 3M | +14.1% | -34.9% | +48.9% | +16.5% |
| 6M | +0.8% | -60.7% | +61.4% | +6.1% |
| YTD | -33.1% | -29.2% | -3.9% | -32.9% |
| 1Y | -30.0% | -23.6% | -6.4% | -30.3% |
| 3Y | -49.5% | -26.8% | -22.7% | -50.7% |
| 5Y | -60.2% | +16.3% | -76.6% | -63.1% |
| All | +20.2% | -16.2% | +36.4% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling