+47.5%
FCX vs LBRT
-17.1%
+64.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -0.3% | +9.2% | -9.5% | -1.8% |
| 30D | -14.7% | -27.5% | +12.8% | -11.1% |
| 3M | -11.2% | -37.9% | +26.7% | -5.3% |
| 6M | -11.4% | -60.7% | +49.3% | -2.1% |
| YTD | +17.7% | -28.5% | +46.2% | +16.0% |
| 1Y | +47.5% | -13.2% | +60.7% | +34.0% |
| All | +47.5% | -17.1% | +64.6% | +34.0% |
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