-38.8%
FIS vs LBRT
-27.1%
-11.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +4.1% |
| 7D | +2.8% | +9.2% | -6.4% | +2.5% |
| 30D | -16.7% | -27.5% | +10.8% | -16.2% |
| 3M | -32.3% | -37.9% | +5.6% | -31.7% |
| 6M | -29.1% | -60.7% | +31.6% | -27.0% |
| YTD | -54.1% | -28.5% | -25.6% | -54.9% |
| 1Y | -53.7% | -13.2% | -40.5% | -55.2% |
| 3Y | -38.8% | -28.8% | -10.1% | -42.5% |
| All | -38.8% | -27.1% | -11.8% | -42.5% |
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