+70.6%
FDX vs LBRT
+33.5%
+37.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -2.5% | +8.3% | -10.8% | -3.8% |
| 30D | +3.8% | +6.1% | -2.3% | +2.5% |
| 3M | -1.3% | -34.8% | +33.5% | +4.8% |
| 6M | +5.0% | -24.8% | +29.8% | +8.0% |
| YTD | +39.6% | +12.2% | +27.4% | +33.2% |
| 1Y | +81.1% | +94.0% | -12.9% | +54.2% |
| 3Y | +63.0% | +31.3% | +31.8% | +43.5% |
| 5Y | +65.6% | +111.8% | -46.2% | +26.8% |
| All | +70.6% | +33.5% | +37.1% | +13.7% |
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