+43.5%
F vs LBRT
-38.0%
+81.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -1.3% |
| 7D | +1.6% | -29.1% | +30.7% | +5.1% |
| 30D | +2.6% | -38.4% | +41.0% | +7.9% |
| 3M | -8.8% | -40.1% | +31.2% | -4.1% |
| 6M | +4.6% | -62.9% | +67.5% | +16.8% |
| YTD | -1.9% | -34.5% | +32.6% | -1.9% |
| 1Y | -0.8% | -30.2% | +29.4% | -2.3% |
| 3Y | +43.5% | -37.5% | +80.9% | +38.3% |
| All | +43.5% | -38.0% | +81.5% | +38.3% |
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