-7.3%
FISV vs LBRT
-16.4%
+9.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.6% |
| 7D | +3.0% | -1.9% | +4.9% | +3.0% |
| 30D | +38.8% | -32.0% | +70.8% | +42.8% |
| 3M | +21.2% | -39.7% | +60.9% | +25.8% |
| 6M | +17.5% | -61.1% | +78.6% | +26.4% |
| YTD | -4.9% | -29.4% | +24.5% | -4.5% |
| 1Y | -0.6% | -24.5% | +23.9% | -1.1% |
| 3Y | -47.4% | -28.1% | -19.3% | -49.6% |
| 5Y | -36.0% | +23.9% | -59.9% | -44.8% |
| All | -7.3% | -16.4% | +9.1% | -33.3% |
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