+25.0%
FLEX vs LBRT
-25.0%
+50.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -11.2% | -1.1% | -8.0% |
| 7D | -17.0% | -25.3% | +8.4% | -7.4% |
| 30D | -33.8% | -32.9% | -1.0% | -23.6% |
| 3M | -39.0% | -33.3% | -5.7% | -29.3% |
| 6M | -15.9% | -61.0% | +45.1% | +7.5% |
| YTD | +27.8% | -28.0% | +55.8% | +28.6% |
| 1Y | +25.0% | -21.5% | +46.5% | +21.1% |
| All | +25.0% | -25.0% | +50.0% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling