+69.3%
FDX vs LBRT
-16.2%
+85.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.1% | -4.6% | +2.2% |
| 7D | +0.2% | -11.9% | +12.1% | +1.9% |
| 30D | +9.3% | -31.9% | +41.2% | +15.4% |
| 3M | +0.5% | -34.9% | +35.3% | +6.4% |
| 6M | +5.3% | -60.7% | +66.0% | +20.1% |
| YTD | +38.6% | -29.2% | +67.8% | +41.0% |
| 1Y | +53.5% | -23.6% | +77.2% | +53.6% |
| 3Y | +74.2% | -26.8% | +101.1% | +67.9% |
| 5Y | +75.3% | +16.3% | +58.9% | +48.1% |
| All | +69.3% | -16.2% | +85.5% | +20.5% |
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 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