+33.2%
FFIV vs LBRT
-23.4%
+56.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.5% |
| 7D | -2.9% | -1.9% | -1.0% | -2.8% |
| 30D | -32.4% | -32.0% | -0.4% | -30.0% |
| 3M | -22.7% | -39.7% | +17.0% | -19.2% |
| 6M | -10.7% | -61.1% | +50.4% | -4.8% |
| YTD | +25.4% | -29.4% | +54.7% | +30.8% |
| All | +33.2% | -23.4% | +56.6% | +39.8% |
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 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