+383.5%
FAST vs LBRT
-26.4%
+409.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.7% | +13.1% | +0.7% |
| 7D | +0.7% | -34.8% | +35.5% | +4.5% |
| 30D | +4.6% | -43.6% | +48.2% | +10.0% |
| 3M | +6.4% | -41.2% | +47.6% | +11.2% |
| 6M | +20.6% | -66.1% | +86.7% | +32.2% |
| YTD | +34.7% | -37.9% | +72.5% | +37.8% |
| 1Y | +29.7% | -33.9% | +63.5% | +31.6% |
| 3Y | +89.9% | -40.9% | +130.8% | +89.4% |
| 5Y | +105.0% | +2.1% | +102.8% | +87.6% |
| All | +383.5% | -26.4% | +409.9% | +310.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling