+47.5%
FITB vs LBRT
+28.1%
+19.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +2.8% | +9.2% | -6.4% | +1.1% |
| 30D | +9.8% | -27.5% | +37.3% | +15.2% |
| 3M | -5.2% | -37.9% | +32.7% | +2.1% |
| 6M | +17.3% | -60.7% | +78.0% | +36.3% |
| YTD | +19.3% | -28.5% | +47.8% | +19.9% |
| 1Y | +32.7% | -13.2% | +45.9% | +27.4% |
| 3Y | +141.6% | -28.8% | +170.4% | +128.6% |
| All | +47.5% | +28.1% | +19.4% | +11.7% |
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 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