+948.1%
FIX vs LBRT
+6.0%
+942.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.4% | +0.1% | +4.0% |
| 7D | -17.5% | -29.1% | +11.7% | -9.3% |
| 30D | -41.6% | -38.4% | -3.2% | -33.4% |
| 3M | -40.6% | -40.1% | -0.5% | -31.8% |
| 6M | -49.4% | -62.9% | +13.5% | -35.7% |
| YTD | +9.2% | -34.5% | +43.7% | +19.4% |
| 1Y | +6.5% | -30.2% | +36.7% | +14.6% |
| 3Y | +448.7% | -37.5% | +486.2% | +484.4% |
| All | +948.1% | +6.0% | +942.1% | +886.7% |
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