+179.4%
FFIV vs LBRT
+33.5%
+145.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -1.0% | +8.7% | -9.7% | -2.0% |
| 30D | -5.1% | +6.6% | -11.7% | -5.9% |
| 3M | -4.5% | -34.5% | +30.0% | 0.0% |
| 6M | +36.5% | -24.5% | +61.0% | +39.8% |
| YTD | +53.0% | +12.7% | +40.2% | +48.4% |
| 1Y | +24.2% | +94.8% | -70.6% | +11.3% |
| 3Y | +137.2% | +31.9% | +105.3% | +118.6% |
| 5Y | +91.8% | +111.8% | -20.1% | +62.5% |
| All | +179.4% | +33.5% | +145.9% | +119.8% |
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