+4.4%
FICO vs LBRT
+25.4%
-21.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.0% | -17.7% | -16.7% |
| 7D | -19.2% | +8.3% | -27.4% | -19.4% |
| 30D | -14.6% | +6.1% | -20.7% | -14.9% |
| 3M | -20.1% | -34.8% | +14.7% | -18.1% |
| 6M | -36.3% | -24.8% | -11.5% | -35.6% |
| YTD | -44.9% | +12.2% | -57.1% | -46.8% |
| 1Y | -38.6% | +94.0% | -132.6% | -45.1% |
| All | +4.4% | +25.4% | -21.0% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling