-40.6%
FIS vs LBRT
-28.3%
-12.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.1% | -9.5% | -1.6% |
| 7D | -29.4% | -11.9% | -17.5% | -29.1% |
| 30D | -16.7% | -31.9% | +15.2% | -16.1% |
| 3M | -33.0% | -34.9% | +1.9% | -32.5% |
| 6M | -33.3% | -60.7% | +27.3% | -31.4% |
| YTD | -56.0% | -29.2% | -26.8% | -56.7% |
| 1Y | -54.6% | -23.6% | -31.0% | -55.6% |
| 3Y | -40.6% | -26.8% | -13.8% | -44.8% |
| All | -40.6% | -28.3% | -12.3% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling