+663.2%
FLEX vs LBRT
+114.2%
+549.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | -0.9% | +8.3% | -9.2% | -2.9% |
| 30D | -10.1% | +6.1% | -16.3% | -11.5% |
| 3M | -31.3% | -34.8% | +3.4% | -24.6% |
| 6M | +71.3% | -24.8% | +96.1% | +79.5% |
| YTD | +81.2% | +12.2% | +69.0% | +71.6% |
| 1Y | +98.5% | +94.0% | +4.5% | +61.6% |
| 3Y | +428.2% | +31.3% | +397.0% | +360.0% |
| All | +663.2% | +114.2% | +549.0% | +461.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling