+141.1%
FITB vs LBRT
-28.0%
+169.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | 0.0% |
| 7D | -0.6% | -1.9% | +1.3% | -0.5% |
| 30D | +7.0% | -32.0% | +39.1% | +11.8% |
| 3M | -4.8% | -39.7% | +34.9% | +0.9% |
| 6M | +13.5% | -61.1% | +74.6% | +27.3% |
| YTD | +19.1% | -29.4% | +48.5% | +18.5% |
| 1Y | +30.8% | -24.5% | +55.2% | +28.1% |
| All | +141.1% | -28.0% | +169.1% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling