+71.6%
FITB vs LBRT
+115.1%
-43.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | +0.6% | +8.7% | -8.1% | -1.0% |
| 30D | -4.7% | +6.6% | -11.3% | -6.1% |
| 3M | +6.7% | -34.5% | +41.1% | +14.4% |
| 6M | +12.6% | -24.5% | +37.0% | +16.1% |
| YTD | +19.1% | +12.7% | +6.4% | +11.4% |
| 1Y | +22.6% | +94.8% | -72.2% | -1.3% |
| 3Y | +127.1% | +31.9% | +95.3% | +90.7% |
| All | +71.6% | +115.1% | -43.6% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling