+231.6%
FCX vs LBRT
-15.3%
+246.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -0.3% | +9.2% | -9.5% | -2.9% |
| 30D | -14.7% | -27.5% | +12.8% | -6.9% |
| 3M | -11.2% | -37.9% | +26.7% | +1.1% |
| 6M | -11.4% | -60.7% | +49.3% | +14.3% |
| YTD | +17.7% | -28.5% | +46.2% | +22.7% |
| 1Y | +47.5% | -13.2% | +60.7% | +44.2% |
| 3Y | +83.9% | -28.8% | +112.7% | +77.3% |
| 5Y | +54.0% | +28.0% | +26.0% | +16.6% |
| All | +231.6% | -15.3% | +246.9% | +112.1% |
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 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