+50.6%
FANG vs LBRT
+110.8%
-60.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.9% | +7.3% | +2.1% |
| 7D | +1.2% | +2.3% | -1.1% | +0.9% |
| 30D | +2.4% | -2.9% | +5.3% | +2.6% |
| 3M | +5.1% | -26.1% | +31.2% | +8.6% |
| 6M | +16.4% | -26.2% | +42.6% | +20.5% |
| YTD | +39.0% | +13.7% | +25.3% | +37.5% |
| 1Y | +50.6% | +93.6% | -42.9% | +43.0% |
| All | +50.6% | +110.8% | -60.2% | +43.0% |
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