-71.1%
FIS vs LBRT
+22.2%
-93.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.3% | +3.4% | +6.5% |
| 7D | +1.5% | -1.9% | +3.4% | +1.6% |
| 30D | -11.8% | -32.0% | +20.2% | -9.5% |
| 3M | -28.5% | -39.7% | +11.1% | -26.1% |
| 6M | -27.0% | -61.1% | +34.0% | -21.9% |
| YTD | -53.1% | -29.4% | -23.7% | -53.3% |
| 1Y | -52.8% | -24.5% | -28.3% | -53.4% |
| 3Y | -37.5% | -28.1% | -9.4% | -40.6% |
| 5Y | -71.1% | +23.9% | -95.0% | -75.7% |
| All | -71.1% | +22.2% | -93.3% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling