+67.7%
FERG vs LBRT
-27.1%
+94.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | +9.7% | +9.2% | +0.5% | +8.5% |
| 30D | +15.0% | -27.5% | +42.6% | +19.1% |
| 3M | +3.8% | -37.9% | +41.6% | +9.4% |
| 6M | +10.6% | -60.7% | +71.3% | +23.5% |
| YTD | +17.0% | -28.5% | +45.5% | +16.9% |
| 1Y | +7.1% | -13.2% | +20.3% | +3.2% |
| 3Y | +67.7% | -28.8% | +96.5% | +59.3% |
| All | +67.7% | -27.1% | +94.8% | +59.3% |
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