+25.3%
FFIV vs LBRT
-31.1%
+56.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -0.9% |
| 7D | -8.1% | -29.1% | +21.0% | -5.1% |
| 30D | -33.4% | -38.4% | +5.0% | -30.3% |
| 3M | -24.7% | -40.1% | +15.3% | -21.2% |
| 6M | -8.8% | -62.9% | +54.0% | -2.2% |
| YTD | +21.8% | -34.5% | +56.3% | +28.3% |
| 1Y | +25.3% | -30.2% | +55.5% | +33.0% |
| All | +25.3% | -31.1% | +56.4% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling