+306.2%
FCX vs LBRT
+33.5%
+272.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -4.9% | +8.3% | -13.1% | -7.2% |
| 30D | +4.8% | +6.1% | -1.3% | +2.4% |
| 3M | +4.6% | -34.8% | +39.4% | +17.1% |
| 6M | +10.8% | -24.8% | +35.7% | +16.5% |
| YTD | +44.2% | +12.2% | +32.0% | +32.6% |
| 1Y | +59.6% | +94.0% | -34.4% | +19.6% |
| 3Y | +82.2% | +31.3% | +51.0% | +46.2% |
| 5Y | +115.6% | +111.8% | +3.8% | +41.0% |
| All | +306.2% | +33.5% | +272.7% | +128.9% |
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 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