-56.4%
FICO vs LBRT
-25.0%
-31.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -11.2% | +8.0% | -4.5% |
| 7D | +0.4% | -25.3% | +25.7% | -2.9% |
| 30D | +1.7% | -32.9% | +34.5% | -2.1% |
| 3M | -33.0% | -33.3% | +0.3% | -35.6% |
| 6M | -33.9% | -61.0% | +27.1% | -37.9% |
| YTD | -58.5% | -28.0% | -30.5% | -61.9% |
| 1Y | -56.4% | -21.5% | -34.8% | -60.4% |
| All | -56.4% | -25.0% | -31.3% | -60.4% |
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 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