+40.9%
FFIV vs LBRT
+16.1%
+24.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.1% | -5.9% | +1.0% |
| 7D | -2.1% | -11.9% | +9.8% | -0.5% |
| 30D | -33.8% | -31.9% | -1.8% | -30.3% |
| 3M | -20.6% | -34.9% | +14.3% | -16.1% |
| 6M | -10.2% | -60.7% | +50.4% | +1.4% |
| YTD | +24.5% | -29.2% | +53.7% | +27.3% |
| 1Y | +29.3% | -23.6% | +52.9% | +30.3% |
| 3Y | +103.8% | -26.8% | +130.6% | +99.3% |
| 5Y | +40.9% | +16.3% | +24.5% | +28.4% |
| All | +40.9% | +16.1% | +24.7% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling