-52.0%
FIG vs LBRT
-17.1%
-34.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.9% |
| 7D | +3.4% | +9.2% | -5.8% | +4.1% |
| 30D | -9.5% | -27.5% | +18.1% | -13.2% |
| 3M | -26.2% | -37.9% | +11.7% | -30.5% |
| 6M | +2.7% | -60.7% | +63.4% | -6.8% |
| YTD | -48.0% | -28.5% | -19.5% | -50.2% |
| 1Y | -52.0% | -13.2% | -38.8% | -60.4% |
| All | -52.0% | -17.1% | -34.9% | -60.4% |
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