+85.3%
FCX vs LBRT
+25.4%
+59.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -4.9% | +8.3% | -13.1% | -6.5% |
| 30D | +4.8% | +6.1% | -1.3% | +3.1% |
| 3M | +4.6% | -34.8% | +39.4% | +13.6% |
| 6M | +10.8% | -24.8% | +35.7% | +14.9% |
| YTD | +44.2% | +12.2% | +32.0% | +34.4% |
| 1Y | +59.6% | +94.0% | -34.4% | +25.8% |
| All | +85.3% | +25.4% | +59.9% | +56.7% |
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