-26.2%
FISV vs LBRT
+38.7%
-64.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.9% | -8.0% | -4.4% |
| 7D | -1.6% | +6.9% | -8.5% | -2.2% |
| 30D | -3.0% | +7.8% | -10.8% | -3.8% |
| 3M | -3.5% | -25.3% | +21.7% | -1.5% |
| 6M | -19.4% | -19.6% | +0.2% | -18.7% |
| YTD | -24.3% | +17.2% | -41.4% | -26.9% |
| 1Y | -62.4% | +114.1% | -176.5% | -66.8% |
| 3Y | -58.2% | +27.0% | -85.2% | -61.9% |
| 5Y | -56.5% | +128.3% | -184.8% | -64.4% |
| All | -26.2% | +38.7% | -64.9% | -48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling