-79.1%
FIG vs LBRT
+73.7%
-152.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.8% | -4.3% |
| 7D | -16.3% | +8.7% | -25.0% | -16.1% |
| 30D | -14.3% | +6.6% | -20.9% | -14.3% |
| 3M | +7.2% | -34.5% | +41.6% | +6.4% |
| 6M | -18.6% | -24.5% | +5.9% | -19.4% |
| YTD | -35.5% | +12.7% | -48.2% | -37.1% |
| 1Y | -55.8% | +94.8% | -150.6% | -57.6% |
| All | -79.1% | +73.7% | -152.8% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling