+458.6%
FLEX vs LBRT
-16.4%
+475.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.3% | +0.5% | +2.9% |
| 7D | +2.2% | -1.9% | +4.1% | +3.1% |
| 30D | -32.6% | -32.0% | -0.6% | -25.3% |
| 3M | -35.5% | -39.7% | +4.2% | -26.3% |
| 6M | -45.6% | -61.1% | +15.5% | -31.6% |
| YTD | +30.7% | -29.4% | +60.1% | +40.4% |
| 1Y | +28.4% | -24.5% | +52.8% | +35.5% |
| 3Y | +301.7% | -28.1% | +329.8% | +310.3% |
| 5Y | +473.3% | +23.9% | +449.4% | +386.4% |
| All | +458.6% | -16.4% | +475.0% | +269.5% |
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 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