+127.0%
FITB vs LBRT
+25.4%
+101.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | +0.6% | +8.3% | -7.6% | -0.5% |
| 30D | -4.7% | +6.1% | -10.9% | -5.6% |
| 3M | +6.7% | -34.8% | +41.4% | +12.6% |
| 6M | +12.6% | -24.8% | +37.4% | +15.2% |
| YTD | +19.1% | +12.2% | +6.9% | +12.5% |
| 1Y | +22.6% | +94.0% | -71.3% | +1.8% |
| All | +127.0% | +25.4% | +101.5% | +99.7% |
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