+30.2%
FITB vs LBRT
-25.2%
+55.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.1% | -5.6% | +2.3% |
| 7D | -1.1% | -11.9% | +10.8% | -1.0% |
| 30D | +7.3% | -31.9% | +39.3% | +8.0% |
| 3M | -4.0% | -34.9% | +30.9% | -3.3% |
| 6M | +11.9% | -60.7% | +72.6% | +13.6% |
| YTD | +19.0% | -29.2% | +48.2% | +13.2% |
| All | +30.2% | -25.2% | +55.4% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling