+2,105.4%
FIX vs LBRT
+114.2%
+1,991.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | +6.0% | +8.3% | -2.2% | +4.0% |
| 30D | -7.2% | +6.1% | -13.4% | -8.6% |
| 3M | -15.9% | -34.8% | +18.9% | -8.1% |
| 6M | +12.7% | -24.8% | +37.6% | +18.1% |
| YTD | +72.8% | +12.2% | +60.6% | +63.9% |
| 1Y | +122.9% | +94.0% | +28.9% | +84.0% |
| 3Y | +774.3% | +31.3% | +743.0% | +679.1% |
| All | +2,105.4% | +114.2% | +1,991.2% | +1,595.5% |
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 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