+50.9%
F vs LBRT
-26.4%
+77.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.7% | +12.6% | +1.5% |
| 7D | +1.4% | -34.8% | +36.2% | +9.3% |
| 30D | +2.0% | -43.6% | +45.6% | +12.9% |
| 3M | -10.4% | -41.2% | +30.9% | -2.1% |
| 6M | +9.7% | -66.1% | +75.8% | +31.9% |
| YTD | -1.2% | -37.9% | +36.7% | +3.2% |
| 1Y | 0.0% | -33.9% | +33.9% | +2.7% |
| 3Y | +41.1% | -40.9% | +82.0% | +40.4% |
| 5Y | -11.4% | +2.1% | -13.5% | -24.9% |
| All | +50.9% | -26.4% | +77.4% | +5.3% |
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 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