+129.0%
FFIV vs LBRT
-16.4%
+145.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.4% |
| 7D | -2.9% | -1.9% | -1.0% | -2.8% |
| 30D | -32.4% | -32.0% | -0.4% | -29.4% |
| 3M | -22.7% | -39.7% | +17.0% | -18.2% |
| 6M | -10.7% | -61.1% | +50.4% | -0.9% |
| YTD | +25.4% | -29.4% | +54.7% | +28.2% |
| 1Y | +34.2% | -24.5% | +58.6% | +35.7% |
| 3Y | +101.2% | -28.1% | +129.3% | +99.0% |
| 5Y | +42.0% | +23.9% | +18.1% | +28.6% |
| All | +129.0% | -16.4% | +145.3% | +89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling