+121.7%
FE vs LBRT
-22.5%
+144.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -0.7% |
| 7D | 0.0% | -29.1% | +29.1% | +1.6% |
| 30D | +5.2% | -38.4% | +43.6% | +7.6% |
| 3M | 0.0% | -40.1% | +40.0% | +2.3% |
| 6M | +5.0% | -62.9% | +67.9% | +10.0% |
| YTD | +7.9% | -34.5% | +42.4% | +8.9% |
| 1Y | +6.3% | -30.2% | +36.5% | +6.8% |
| 3Y | +46.0% | -37.5% | +83.5% | +44.9% |
| 5Y | +45.6% | +7.6% | +38.0% | +36.9% |
| All | +121.7% | -22.5% | +144.2% | +73.8% |
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