+65.5%
FDX vs LBRT
-38.0%
+103.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.4% | -8.1% | -3.4% |
| 7D | -1.6% | -29.1% | +27.5% | +2.0% |
| 30D | +6.6% | -38.4% | +45.0% | +12.4% |
| 3M | -2.1% | -40.1% | +38.0% | +3.2% |
| 6M | +2.2% | -62.9% | +65.1% | +14.3% |
| YTD | +33.9% | -34.5% | +68.5% | +34.4% |
| 1Y | +50.2% | -30.2% | +80.4% | +48.6% |
| 3Y | +65.5% | -37.5% | +103.0% | +57.3% |
| All | +65.5% | -38.0% | +103.5% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling