+519.9%
FIX vs LBRT
-28.0%
+547.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.3% | +1.8% | +3.9% |
| 7D | +6.4% | -1.9% | +8.3% | +7.4% |
| 30D | -29.1% | -32.0% | +2.9% | -19.4% |
| 3M | -31.1% | -39.7% | +8.5% | -18.9% |
| 6M | -42.8% | -61.1% | +18.3% | -24.5% |
| YTD | +24.6% | -29.4% | +54.0% | +34.2% |
| 1Y | +21.9% | -24.5% | +46.4% | +28.6% |
| All | +519.9% | -28.0% | +547.8% | +582.5% |
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