+29.7%
FAST vs LBRT
-32.4%
+62.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.7% | +13.1% | -0.6% |
| 7D | +0.7% | -34.8% | +35.5% | +0.6% |
| 30D | +4.6% | -43.6% | +48.2% | +4.6% |
| 3M | +6.4% | -41.2% | +47.6% | +6.3% |
| 6M | +20.6% | -66.1% | +86.7% | +21.4% |
| YTD | +34.7% | -37.9% | +72.5% | +27.8% |
| 1Y | +29.7% | -33.9% | +63.5% | +22.0% |
| All | +29.7% | -32.4% | +62.1% | +22.0% |
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