+61.5%
FCX vs LBRT
+6.0%
+55.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.7% | +1.1% |
| 7D | -4.9% | -29.1% | +24.3% | +3.9% |
| 30D | -17.1% | -38.4% | +21.2% | -6.0% |
| 3M | -12.7% | -40.1% | +27.4% | -0.6% |
| 6M | -2.0% | -62.9% | +60.9% | +26.3% |
| YTD | +18.1% | -34.5% | +52.6% | +24.7% |
| 1Y | +55.2% | -30.2% | +85.4% | +59.9% |
| 3Y | +74.3% | -37.5% | +111.8% | +72.8% |
| All | +61.5% | +6.0% | +55.5% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling