+232.6%
FCX vs LBRT
-22.5%
+255.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.7% | +1.0% |
| 7D | -4.9% | -29.1% | +24.3% | +4.7% |
| 30D | -17.1% | -38.4% | +21.2% | -5.0% |
| 3M | -12.7% | -40.1% | +27.4% | +0.4% |
| 6M | -2.0% | -62.9% | +60.9% | +28.6% |
| YTD | +18.1% | -34.5% | +52.6% | +26.4% |
| 1Y | +55.2% | -30.2% | +85.4% | +62.0% |
| 3Y | +74.3% | -37.5% | +111.8% | +75.0% |
| 5Y | +71.9% | +7.6% | +64.3% | +37.4% |
| All | +232.6% | -22.5% | +255.1% | +118.5% |
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