+241.2%
FLEX vs LBRT
-41.2%
+282.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -13.7% | +0.1% | -8.9% |
| 7D | -28.3% | -34.8% | +6.5% | -17.1% |
| 30D | -45.0% | -43.6% | -1.4% | -33.4% |
| 3M | -45.2% | -41.2% | -4.0% | -34.5% |
| 6M | -30.8% | -66.1% | +35.3% | -4.9% |
| YTD | +10.4% | -37.9% | +48.3% | +24.8% |
| 1Y | +2.3% | -33.9% | +36.1% | +13.1% |
| All | +241.2% | -41.2% | +282.4% | +270.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling