-39.8%
FIS vs LBRT
-38.0%
-1.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.6% | -2.4% |
| 7D | -25.5% | -29.1% | +3.7% | -24.8% |
| 30D | -15.1% | -38.4% | +23.3% | -14.1% |
| 3M | -32.1% | -40.1% | +7.9% | -31.4% |
| 6M | -36.1% | -62.9% | +26.8% | -34.1% |
| YTD | -55.4% | -34.5% | -20.9% | -56.0% |
| 1Y | -53.9% | -30.2% | -23.7% | -54.8% |
| 3Y | -39.8% | -37.5% | -2.3% | -42.5% |
| All | -39.8% | -38.0% | -1.8% | -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