+42.9%
FANG vs LBRT
+100.7%
-57.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.9% | -2.0% |
| 7D | +0.8% | +8.3% | -7.5% | -0.3% |
| 30D | +7.6% | +6.1% | +1.5% | +6.7% |
| 3M | -1.3% | -34.8% | +33.5% | +4.0% |
| 6M | +14.7% | -24.8% | +39.5% | +18.7% |
| YTD | +34.8% | +12.2% | +22.6% | +33.0% |
| 1Y | +42.9% | +94.0% | -51.1% | +31.4% |
| All | +42.9% | +100.7% | -57.8% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling