+259.2%
FERG vs LBRT
+33.5%
+225.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.3% |
| 7D | 0.0% | +8.3% | -8.3% | -0.5% |
| 30D | -10.2% | +6.1% | -16.3% | -10.6% |
| 3M | -0.6% | -34.8% | +34.2% | +1.6% |
| 6M | -6.5% | -24.8% | +18.3% | -5.5% |
| YTD | +4.2% | +12.2% | -8.0% | +2.6% |
| 1Y | -2.3% | +94.0% | -96.2% | -7.3% |
| 3Y | +48.5% | +31.3% | +17.2% | +42.5% |
| 5Y | +72.0% | +111.8% | -39.8% | +62.1% |
| All | +259.2% | +33.5% | +225.7% | +253.6% |
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