+481.8%
FICO vs LBRT
+33.5%
+448.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.5% | -18.2% | -16.8% |
| 7D | -19.2% | +8.7% | -27.9% | -20.0% |
| 30D | -14.6% | +6.6% | -21.2% | -15.4% |
| 3M | -20.1% | -34.5% | +14.4% | -16.9% |
| 6M | -36.3% | -24.5% | -11.8% | -35.3% |
| YTD | -44.9% | +12.7% | -57.6% | -47.1% |
| 1Y | -38.6% | +94.8% | -133.5% | -45.9% |
| 3Y | +4.0% | +31.9% | -27.9% | -6.4% |
| 5Y | +99.5% | +111.8% | -12.3% | +61.1% |
| All | +481.8% | +33.5% | +448.3% | +263.9% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling