+71.3%
FDX vs LBRT
-16.4%
+87.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.5% |
| 7D | -2.1% | -1.9% | -0.2% | -1.9% |
| 30D | +10.4% | -32.0% | +42.4% | +16.6% |
| 3M | +0.5% | -39.7% | +40.1% | +7.8% |
| 6M | +6.5% | -61.1% | +67.6% | +21.6% |
| YTD | +40.2% | -29.4% | +69.6% | +42.7% |
| 1Y | +52.1% | -24.5% | +76.6% | +52.4% |
| 3Y | +72.8% | -28.1% | +100.9% | +67.0% |
| 5Y | +76.3% | +23.9% | +52.4% | +47.2% |
| All | +71.3% | -16.4% | +87.7% | +22.0% |
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