-51.7%
FIG vs LBRT
-25.0%
-26.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -11.2% | +16.4% | +3.7% |
| 7D | -4.7% | -25.3% | +20.7% | -8.0% |
| 30D | +0.5% | -32.9% | +33.4% | -3.6% |
| 3M | -18.4% | -33.3% | +14.9% | -21.9% |
| 6M | +10.9% | -61.0% | +71.8% | +2.9% |
| YTD | -40.8% | -28.0% | -12.8% | -44.6% |
| 1Y | -51.7% | -21.5% | -30.2% | -56.4% |
| All | -51.7% | -25.0% | -26.7% | -56.4% |
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