-49.5%
FIS vs LBRT
+33.5%
-83.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -2.0% | -1.0% |
| 7D | +1.1% | +8.3% | -7.2% | +0.2% |
| 30D | -2.2% | +6.1% | -8.4% | -3.0% |
| 3M | +2.1% | -34.8% | +36.9% | +6.0% |
| 6M | -14.7% | -24.8% | +10.2% | -13.2% |
| YTD | -35.7% | +12.2% | -47.9% | -37.9% |
| 1Y | -37.1% | +94.0% | -131.0% | -43.8% |
| 3Y | -20.0% | +31.3% | -51.3% | -27.3% |
| 5Y | -62.1% | +111.8% | -174.0% | -68.5% |
| All | -49.5% | +33.5% | -83.0% | -64.5% |
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 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