+122.4%
FFIV vs LBRT
-22.5%
+144.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -1.0% |
| 7D | -8.1% | -29.1% | +21.0% | -4.3% |
| 30D | -33.4% | -38.4% | +5.0% | -29.5% |
| 3M | -24.7% | -40.1% | +15.3% | -20.3% |
| 6M | -8.8% | -62.9% | +54.0% | +1.8% |
| YTD | +21.8% | -34.5% | +56.3% | +25.7% |
| 1Y | +25.3% | -30.2% | +55.5% | +28.1% |
| 3Y | +101.2% | -37.5% | +138.6% | +102.3% |
| 5Y | +40.2% | +7.6% | +32.6% | +29.1% |
| All | +122.4% | -22.5% | +144.9% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling