+2,578.7%
FIX vs LBRT
-15.3%
+2,594.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +9.4% | +9.2% | +0.2% | +7.2% |
| 30D | -27.8% | -27.5% | -0.3% | -21.8% |
| 3M | -35.6% | -37.9% | +2.3% | -27.7% |
| 6M | -45.2% | -60.7% | +15.5% | -32.7% |
| YTD | +19.5% | -28.5% | +48.0% | +26.9% |
| 1Y | +24.2% | -13.2% | +37.5% | +26.5% |
| 3Y | +494.2% | -28.8% | +522.9% | +509.0% |
| 5Y | +1,036.1% | +28.0% | +1,008.2% | +877.5% |
| All | +2,578.7% | -15.3% | +2,594.0% | +1,817.8% |
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