-58.5%
ZTS vs LBRT
+26.0%
-84.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -2.0% | +8.7% | -10.7% | -2.3% |
| 30D | +1.9% | +6.6% | -4.7% | +1.6% |
| 3M | -4.0% | -34.5% | +30.5% | -2.3% |
| 6M | -39.1% | -24.5% | -14.6% | -38.7% |
| YTD | -38.8% | +12.7% | -51.5% | -40.2% |
| 1Y | -49.6% | +94.8% | -144.4% | -52.9% |
| All | -58.5% | +26.0% | -84.5% | -61.7% |
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