+72.2%
FDX vs LBRT
-15.3%
+87.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | +5.2% | +9.2% | -4.0% | +3.7% |
| 30D | +11.3% | -27.5% | +38.8% | +16.3% |
| 3M | -4.1% | -37.9% | +33.8% | +2.4% |
| 6M | +9.6% | -60.7% | +70.3% | +25.1% |
| YTD | +40.9% | -28.5% | +69.4% | +43.1% |
| 1Y | +53.0% | -13.2% | +66.2% | +49.8% |
| 3Y | +74.1% | -28.8% | +102.9% | +68.5% |
| 5Y | +75.1% | +28.0% | +47.1% | +45.4% |
| All | +72.2% | -15.3% | +87.5% | +22.3% |
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