-48.9%
ZTS vs LBRT
-30.3%
-18.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.2% |
| 7D | -0.6% | -15.7% | +15.0% | -0.5% |
| 30D | +11.0% | -34.3% | +45.2% | +11.8% |
| 3M | +10.9% | -40.6% | +51.6% | +12.0% |
| 6M | +0.9% | -62.0% | +62.9% | +4.0% |
| YTD | -33.0% | -31.6% | -1.4% | -34.0% |
| 1Y | -29.6% | -25.8% | -3.8% | -31.3% |
| All | -48.9% | -30.3% | -18.6% | -52.3% |
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