+31.8%
FFIV vs LBRT
-27.7%
+59.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.2% |
| 7D | -4.2% | -15.7% | +11.5% | -2.7% |
| 30D | -33.9% | -34.3% | +0.4% | -31.4% |
| 3M | -22.6% | -40.6% | +18.0% | -19.0% |
| 6M | -10.4% | -62.0% | +51.6% | -4.4% |
| YTD | +24.3% | -31.6% | +55.9% | +30.7% |
| 1Y | +31.8% | -25.8% | +57.6% | +39.8% |
| All | +31.8% | -27.7% | +59.5% | +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