+2,578.1%
FIX vs LBRT
-16.2%
+2,594.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.1% | +1.3% | +7.5% |
| 7D | -7.2% | -11.9% | +4.7% | -4.0% |
| 30D | -35.1% | -31.9% | -3.2% | -28.7% |
| 3M | -34.3% | -34.9% | +0.6% | -27.1% |
| 6M | -42.9% | -60.7% | +17.7% | -29.9% |
| YTD | +19.5% | -29.2% | +48.7% | +27.2% |
| 1Y | +16.8% | -23.6% | +40.4% | +22.3% |
| 3Y | +506.7% | -26.8% | +533.5% | +518.7% |
| 5Y | +1,046.7% | +16.3% | +1,030.4% | +906.8% |
| All | +2,578.1% | -16.2% | +2,594.3% | +1,822.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling