+341.4%
FICO vs LBRT
-26.4%
+367.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -13.7% | +14.6% | +2.4% |
| 7D | -0.3% | -34.8% | +34.6% | +4.2% |
| 30D | +1.7% | -43.6% | +45.3% | +7.7% |
| 3M | -35.2% | -41.2% | +6.0% | -31.9% |
| 6M | -33.7% | -66.1% | +32.4% | -26.2% |
| YTD | -58.2% | -37.9% | -20.3% | -57.4% |
| 1Y | -56.6% | -33.9% | -22.7% | -56.2% |
| 3Y | -24.0% | -40.9% | +16.9% | -25.1% |
| 5Y | +86.1% | +2.1% | +83.9% | +63.5% |
| All | +341.4% | -26.4% | +367.9% | +193.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling