+49.8%
F vs LBRT
-22.5%
+72.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -1.7% |
| 7D | +1.6% | -29.1% | +30.7% | +7.7% |
| 30D | +2.6% | -38.4% | +41.0% | +11.6% |
| 3M | -8.8% | -40.1% | +31.2% | -0.8% |
| 6M | +4.6% | -62.9% | +67.5% | +23.5% |
| YTD | -1.9% | -34.5% | +32.6% | +1.4% |
| 1Y | -0.8% | -30.2% | +29.4% | +0.8% |
| 3Y | +43.5% | -37.5% | +80.9% | +41.2% |
| 5Y | -12.1% | +7.6% | -19.7% | -26.2% |
| All | +49.8% | -22.5% | +72.3% | +3.5% |
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 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