+70.6%
FDX vs LBRT
+33.5%
+37.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.8% |
| 7D | -2.5% | +8.7% | -11.3% | -3.9% |
| 30D | +3.8% | +6.6% | -2.8% | +2.5% |
| 3M | -1.3% | -34.5% | +33.2% | +4.8% |
| 6M | +5.0% | -24.5% | +29.5% | +7.9% |
| YTD | +39.6% | +12.7% | +26.9% | +33.1% |
| 1Y | +81.1% | +94.8% | -13.7% | +54.0% |
| 3Y | +63.0% | +31.9% | +31.2% | +43.4% |
| 5Y | +65.6% | +111.8% | -46.2% | +26.8% |
| All | +70.6% | +33.5% | +37.1% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling