+372.0%
FLEX vs LBRT
-26.4%
+398.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -13.7% | +0.1% | -10.1% |
| 7D | -28.3% | -34.8% | +6.5% | -19.8% |
| 30D | -45.0% | -43.6% | -1.4% | -36.1% |
| 3M | -45.2% | -41.2% | -4.0% | -37.0% |
| 6M | -30.8% | -66.1% | +35.3% | -10.2% |
| YTD | +10.4% | -37.9% | +48.3% | +22.5% |
| 1Y | +2.3% | -33.9% | +36.1% | +11.5% |
| 3Y | +238.9% | -40.9% | +279.7% | +262.8% |
| 5Y | +386.0% | +2.1% | +383.9% | +332.1% |
| All | +372.0% | -26.4% | +398.4% | +222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling