-59.1%
FIG vs LBRT
-31.1%
-28.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.4% | +2.4% |
| 7D | -13.1% | -29.1% | +16.0% | -16.3% |
| 30D | -13.0% | -38.4% | +25.4% | -17.1% |
| 3M | -21.5% | -40.1% | +18.5% | -25.6% |
| 6M | -2.5% | -62.9% | +60.4% | -9.9% |
| YTD | -49.7% | -34.5% | -15.1% | -53.7% |
| 1Y | -59.1% | -30.2% | -28.9% | -63.7% |
| All | -59.1% | -31.1% | -28.0% | -63.7% |
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