-57.9%
FICO vs LBRT
-31.1%
-26.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | +0.2% |
| 7D | -0.9% | -29.1% | +28.2% | -4.6% |
| 30D | +3.3% | -38.4% | +41.7% | -1.4% |
| 3M | -31.7% | -40.1% | +8.3% | -35.1% |
| 6M | -34.0% | -62.9% | +28.9% | -38.5% |
| YTD | -58.3% | -34.5% | -23.8% | -62.1% |
| 1Y | -57.9% | -30.2% | -27.7% | -62.1% |
| All | -57.9% | -31.1% | -26.8% | -62.1% |
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