-18.5%
FIS vs LBRT
+26.0%
-44.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | +1.1% | +8.7% | -7.6% | +0.8% |
| 30D | -2.2% | +6.6% | -8.8% | -2.5% |
| 3M | +2.1% | -34.5% | +36.6% | +4.0% |
| 6M | -14.7% | -24.5% | +9.8% | -14.1% |
| YTD | -35.7% | +12.7% | -48.4% | -37.3% |
| 1Y | -37.1% | +94.8% | -131.9% | -42.3% |
| All | -18.5% | +26.0% | -44.5% | -23.6% |
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 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