+46.0%
F vs LBRT
+25.4%
+20.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.4% | +1.3% |
| 7D | +5.3% | +8.3% | -2.9% | +4.2% |
| 30D | +4.6% | +6.1% | -1.5% | +3.6% |
| 3M | -3.7% | -34.8% | +31.1% | +1.6% |
| 6M | +16.8% | -24.8% | +41.6% | +19.3% |
| YTD | +15.3% | +12.2% | +3.1% | +9.2% |
| 1Y | +31.0% | +94.0% | -63.0% | +10.4% |
| All | +46.0% | +25.4% | +20.6% | +28.1% |
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