+393.6%
FLEX vs LBRT
-22.5%
+416.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.4% | -0.8% | +3.2% |
| 7D | -19.3% | -29.1% | +9.8% | -11.7% |
| 30D | -41.5% | -38.4% | -3.2% | -33.6% |
| 3M | -43.1% | -40.1% | -3.1% | -34.9% |
| 6M | -48.2% | -62.9% | +14.7% | -34.1% |
| YTD | +15.5% | -34.5% | +50.0% | +26.4% |
| 1Y | +10.2% | -30.2% | +40.4% | +18.5% |
| 3Y | +256.8% | -37.5% | +294.3% | +276.6% |
| 5Y | +408.2% | +7.6% | +400.6% | +345.8% |
| All | +393.6% | -22.5% | +416.0% | +232.6% |
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