-72.3%
FLNC vs LBRT
+64.8%
-137.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.9% | +1.6% | -2.0% |
| 7D | -5.0% | +2.3% | -7.3% | -5.9% |
| 30D | -26.1% | -2.9% | -23.2% | -25.4% |
| 3M | -55.2% | -26.1% | -29.0% | -50.7% |
| 6M | -42.6% | -26.2% | -16.4% | -37.3% |
| YTD | -51.0% | +13.7% | -64.7% | -54.5% |
| 1Y | +43.3% | +93.6% | -50.2% | +11.1% |
| 3Y | -63.4% | +23.2% | -86.6% | -69.0% |
| All | -72.3% | +64.8% | -137.1% | -79.2% |
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