-65.4%
FIS vs LBRT
-16.2%
-49.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.1% | -9.5% | -2.2% |
| 7D | -29.4% | -11.9% | -17.5% | -28.4% |
| 30D | -16.7% | -31.9% | +15.2% | -13.7% |
| 3M | -33.0% | -34.9% | +1.9% | -30.4% |
| 6M | -33.3% | -60.7% | +27.3% | -27.5% |
| YTD | -56.0% | -29.2% | -26.8% | -55.7% |
| 1Y | -54.6% | -23.6% | -31.0% | -54.7% |
| 3Y | -40.6% | -26.8% | -13.8% | -42.7% |
| 5Y | -71.9% | +16.3% | -88.3% | -75.2% |
| All | -65.4% | -16.2% | -49.3% | -74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling