-49.1%
ZTS vs LBRT
-38.0%
-11.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -3.4% |
| 7D | -0.4% | -29.1% | +28.7% | 0.0% |
| 30D | +11.7% | -38.4% | +50.1% | +12.6% |
| 3M | +3.5% | -40.1% | +43.5% | +4.2% |
| 6M | -27.6% | -62.9% | +35.3% | -25.5% |
| YTD | -35.5% | -34.5% | -0.9% | -36.4% |
| 1Y | -32.1% | -30.2% | -1.9% | -33.5% |
| 3Y | -49.1% | -37.5% | -11.6% | -52.4% |
| All | -49.1% | -38.0% | -11.1% | -52.4% |
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 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