+122.7%
FE vs LBRT
-26.4%
+149.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -13.7% | +13.5% | +0.5% |
| 7D | +0.6% | -34.8% | +35.4% | +2.7% |
| 30D | +6.4% | -43.6% | +50.0% | +9.4% |
| 3M | -0.5% | -41.2% | +40.8% | +2.0% |
| 6M | +4.7% | -66.1% | +70.8% | +10.2% |
| YTD | +8.4% | -37.9% | +46.2% | +9.7% |
| 1Y | +7.2% | -33.9% | +41.1% | +8.0% |
| 3Y | +44.9% | -40.9% | +85.8% | +44.2% |
| 5Y | +46.3% | +2.1% | +44.2% | +37.9% |
| All | +122.7% | -26.4% | +149.1% | +75.0% |
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