+137.2%
FFIV vs LBRT
+25.4%
+111.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.6% |
| 7D | -1.0% | +8.3% | -9.2% | -2.1% |
| 30D | -5.1% | +6.1% | -11.2% | -6.0% |
| 3M | -4.5% | -34.8% | +30.3% | +1.1% |
| 6M | +36.5% | -24.8% | +61.3% | +40.6% |
| YTD | +53.0% | +12.2% | +40.7% | +46.6% |
| 1Y | +24.2% | +94.0% | -69.8% | +5.7% |
| All | +137.2% | +25.4% | +111.8% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling