+68.3%
FDX vs LBRT
-26.4%
+94.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -13.7% | +9.9% | -1.6% |
| 7D | +2.9% | -34.8% | +37.7% | +9.8% |
| 30D | +9.6% | -43.6% | +53.2% | +19.4% |
| 3M | +2.4% | -41.2% | +43.6% | +10.3% |
| 6M | +9.2% | -66.1% | +75.3% | +27.6% |
| YTD | +37.7% | -37.9% | +75.6% | +43.2% |
| 1Y | +56.1% | -33.9% | +90.0% | +60.0% |
| 3Y | +68.9% | -40.9% | +109.8% | +68.7% |
| 5Y | +79.0% | +2.1% | +76.9% | +54.5% |
| All | +68.3% | -26.4% | +94.7% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling