+238.2%
FANG vs LBRT
+117.3%
+120.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.9% | +7.3% | +3.7% |
| 7D | +1.2% | +2.3% | -1.1% | +0.1% |
| 30D | +2.4% | -2.9% | +5.3% | +3.1% |
| 3M | +5.1% | -26.1% | +31.2% | +15.5% |
| 6M | +16.4% | -26.2% | +42.6% | +26.6% |
| YTD | +39.0% | +13.7% | +25.3% | +22.4% |
| 1Y | +50.6% | +93.6% | -42.9% | -1.5% |
| 3Y | +46.9% | +23.2% | +23.7% | +11.2% |
| 5Y | +238.2% | +125.5% | +112.7% | +64.5% |
| All | +238.2% | +117.3% | +120.9% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling