+56.4%
FERG vs LBRT
-38.0%
+94.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -1.5% |
| 7D | -2.1% | -29.1% | +27.1% | +1.8% |
| 30D | +8.7% | -38.4% | +47.0% | +14.9% |
| 3M | -7.4% | -40.1% | +32.6% | -2.1% |
| 6M | -6.6% | -62.9% | +56.3% | +4.9% |
| YTD | +6.6% | -34.5% | +41.1% | +7.7% |
| 1Y | -3.6% | -30.2% | +26.6% | -3.9% |
| 3Y | +56.4% | -37.5% | +93.9% | +50.3% |
| All | +56.4% | -38.0% | +94.4% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling