+20.4%
ZTS vs LBRT
-19.0%
+39.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.4% |
| 7D | -0.6% | -15.7% | +15.0% | +0.3% |
| 30D | +11.0% | -34.3% | +45.2% | +13.5% |
| 3M | +10.9% | -40.6% | +51.6% | +14.0% |
| 6M | +0.9% | -62.0% | +62.9% | +6.5% |
| YTD | -33.0% | -31.6% | -1.4% | -32.6% |
| 1Y | -29.6% | -25.8% | -3.8% | -29.8% |
| 3Y | -49.0% | -30.4% | -18.7% | -50.0% |
| 5Y | -59.5% | +18.7% | -78.2% | -62.5% |
| All | +20.4% | -19.0% | +39.4% | -0.4% |
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 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