+101.7%
FANG vs LBRT
+33.5%
+68.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.5% |
| 7D | +0.8% | +8.7% | -8.0% | -3.1% |
| 30D | +7.6% | +6.6% | +1.0% | +4.0% |
| 3M | -1.3% | -34.5% | +33.2% | +16.1% |
| 6M | +14.7% | -24.5% | +39.2% | +24.4% |
| YTD | +34.8% | +12.7% | +22.1% | +18.1% |
| 1Y | +42.9% | +94.8% | -51.9% | -9.2% |
| 3Y | +43.8% | +31.9% | +11.9% | +3.1% |
| 5Y | +225.8% | +111.8% | +114.0% | +71.0% |
| All | +101.7% | +33.5% | +68.2% | -5.1% |
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