+247.7%
FCX vs LBRT
-16.4%
+264.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.3% | -0.3% | +2.0% |
| 7D | -0.8% | -1.9% | +1.1% | -0.3% |
| 30D | -15.1% | -32.0% | +17.0% | -5.4% |
| 3M | -9.6% | -39.7% | +30.1% | +3.8% |
| 6M | -3.1% | -61.1% | +58.0% | +25.4% |
| YTD | +23.4% | -29.4% | +52.8% | +29.2% |
| 1Y | +52.7% | -24.5% | +77.1% | +55.7% |
| 3Y | +91.4% | -28.1% | +119.5% | +83.9% |
| 5Y | +62.7% | +23.9% | +38.9% | +24.5% |
| All | +247.7% | -16.4% | +264.1% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling