+76.1%
F vs LBRT
+33.5%
+42.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.2% |
| 7D | +5.3% | +8.7% | -3.4% | +3.6% |
| 30D | +4.6% | +6.6% | -2.0% | +3.1% |
| 3M | -3.7% | -34.5% | +30.8% | +3.5% |
| 6M | +16.8% | -24.5% | +41.3% | +20.6% |
| YTD | +15.3% | +12.7% | +2.6% | +8.6% |
| 1Y | +31.0% | +94.8% | -63.8% | +7.8% |
| 3Y | +45.4% | +31.9% | +13.6% | +24.4% |
| 5Y | +54.7% | +111.8% | -57.2% | +14.6% |
| All | +76.1% | +33.5% | +42.6% | +10.9% |
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