+674.6%
FLEX vs LBRT
+33.5%
+641.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | -0.9% | +8.7% | -9.6% | -2.9% |
| 30D | -10.1% | +6.6% | -16.8% | -11.5% |
| 3M | -31.3% | -34.5% | +3.1% | -24.6% |
| 6M | +71.3% | -24.5% | +95.8% | +79.8% |
| YTD | +81.2% | +12.7% | +68.5% | +72.1% |
| 1Y | +98.5% | +94.8% | +3.7% | +62.2% |
| 3Y | +428.2% | +31.9% | +396.4% | +359.1% |
| 5Y | +657.3% | +111.8% | +545.4% | +453.9% |
| All | +674.6% | +33.5% | +641.2% | +352.9% |
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