-86.5%
FLNC vs LBRT
+2.6%
-89.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.2% | -6.9% | -6.9% |
| 7D | -7.1% | +13.8% | -20.9% | -11.6% |
| 30D | -30.2% | -32.4% | +2.2% | -19.2% |
| 3M | -64.1% | -39.9% | -24.2% | -56.7% |
| 6M | -77.7% | -60.8% | -16.9% | -68.9% |
| YTD | -76.1% | -29.3% | -46.8% | -73.4% |
| 1Y | -75.4% | -18.9% | -56.5% | -73.7% |
| 3Y | -72.4% | -28.0% | -44.4% | -71.3% |
| 5Y | -87.4% | +26.6% | -114.0% | -89.3% |
| All | -86.5% | +2.6% | -89.1% | -87.9% |
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