+9.9%
ZTS vs LBRT
+33.5%
-23.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -0.7% |
| 7D | -2.0% | +8.3% | -10.2% | -2.5% |
| 30D | +1.9% | +6.1% | -4.2% | +1.4% |
| 3M | -4.0% | -34.8% | +30.8% | -1.6% |
| 6M | -39.1% | -24.8% | -14.3% | -38.4% |
| YTD | -38.8% | +12.2% | -51.0% | -40.1% |
| 1Y | -49.6% | +94.0% | -143.5% | -52.9% |
| 3Y | -59.0% | +31.3% | -90.3% | -61.3% |
| 5Y | -61.8% | +111.8% | -173.6% | -65.8% |
| All | +9.9% | +33.5% | -23.5% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling