+49.0%
FE vs LBRT
+114.2%
-65.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | +1.9% | +8.3% | -6.3% | +1.7% |
| 30D | -1.2% | +6.1% | -7.3% | -1.4% |
| 3M | +3.5% | -34.8% | +38.3% | +4.9% |
| 6M | -6.1% | -24.8% | +18.8% | -5.5% |
| YTD | +7.6% | +12.2% | -4.6% | +6.3% |
| 1Y | +11.9% | +94.0% | -82.1% | +7.2% |
| 3Y | +48.4% | +31.3% | +17.2% | +42.0% |
| All | +49.0% | +114.2% | -65.2% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling