+384.3%
FAST vs LBRT
-22.5%
+406.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.2% | -0.3% |
| 7D | +2.1% | -29.1% | +31.2% | +5.1% |
| 30D | +6.9% | -38.4% | +45.3% | +11.4% |
| 3M | +4.8% | -40.1% | +44.9% | +9.4% |
| 6M | +19.8% | -62.9% | +82.7% | +30.1% |
| YTD | +34.9% | -34.5% | +69.4% | +37.3% |
| 1Y | +32.8% | -30.2% | +63.0% | +34.0% |
| 3Y | +93.7% | -37.5% | +131.2% | +92.1% |
| 5Y | +105.3% | +7.6% | +97.7% | +86.9% |
| All | +384.3% | -22.5% | +406.8% | +308.6% |
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