-23.1%
FISV vs LBRT
+33.5%
-56.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -0.3% | +8.7% | -9.1% | -1.1% |
| 30D | -2.1% | +6.6% | -8.7% | -2.8% |
| 3M | -5.7% | -34.5% | +28.7% | -2.5% |
| 6M | -15.3% | -24.5% | +9.2% | -14.1% |
| YTD | -21.1% | +12.7% | -33.8% | -23.5% |
| 1Y | -61.1% | +94.8% | -155.9% | -65.3% |
| 3Y | -56.8% | +31.9% | -88.7% | -60.9% |
| 5Y | -54.2% | +111.8% | -166.0% | -62.2% |
| All | -23.1% | +33.5% | -56.6% | -46.6% |
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