+85.8%
FCX vs LBRT
-30.4%
+116.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.5% |
| 7D | -2.4% | -15.7% | +13.3% | +1.0% |
| 30D | -18.0% | -34.3% | +16.3% | -10.8% |
| 3M | -14.3% | -40.6% | +26.3% | -5.0% |
| 6M | -1.7% | -62.0% | +60.3% | +18.8% |
| YTD | +19.8% | -31.6% | +51.5% | +23.4% |
| 1Y | +48.6% | -25.8% | +74.4% | +49.5% |
| 3Y | +85.8% | -30.4% | +116.2% | +77.9% |
| All | +85.8% | -30.4% | +116.2% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling