-65.0%
FIS vs LBRT
-22.5%
-42.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.6% | -2.8% |
| 7D | -25.5% | -29.1% | +3.7% | -22.8% |
| 30D | -15.1% | -38.4% | +23.3% | -11.0% |
| 3M | -32.1% | -40.1% | +7.9% | -28.9% |
| 6M | -36.1% | -62.9% | +26.8% | -30.1% |
| YTD | -55.4% | -34.5% | -20.9% | -54.7% |
| 1Y | -53.9% | -30.2% | -23.7% | -53.6% |
| 3Y | -39.8% | -37.5% | -2.3% | -40.7% |
| 5Y | -71.1% | +7.6% | -78.7% | -74.2% |
| All | -65.0% | -22.5% | -42.5% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling