+121.2%
FFIV vs LBRT
-15.3%
+136.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.8% |
| 7D | -0.5% | +9.2% | -9.7% | -1.7% |
| 30D | -32.4% | -27.5% | -4.9% | -30.0% |
| 3M | -25.7% | -37.9% | +12.2% | -21.6% |
| 6M | -13.5% | -60.7% | +47.2% | -4.1% |
| YTD | +21.1% | -28.5% | +49.6% | +23.6% |
| 1Y | +29.4% | -13.2% | +42.6% | +28.7% |
| 3Y | +94.9% | -28.8% | +123.7% | +92.9% |
| 5Y | +34.7% | +28.0% | +6.8% | +21.6% |
| All | +121.2% | -15.3% | +136.5% | +83.1% |
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