+124.5%
FE vs LBRT
-15.3%
+139.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +1.2% | +9.2% | -8.0% | +0.8% |
| 30D | +4.5% | -27.5% | +32.1% | +6.0% |
| 3M | +1.3% | -37.9% | +39.2% | +3.5% |
| 6M | +8.7% | -60.7% | +69.4% | +13.4% |
| YTD | +9.2% | -28.5% | +37.7% | +9.7% |
| 1Y | +7.0% | -13.2% | +20.2% | +6.2% |
| 3Y | +51.4% | -28.8% | +80.2% | +49.1% |
| 5Y | +47.7% | +28.0% | +19.7% | +37.5% |
| All | +124.5% | -15.3% | +139.8% | +75.1% |
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