-70.4%
FLNC vs LBRT
+63.5%
-133.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.9% |
| 7D | -4.9% | +8.7% | -13.6% | -7.9% |
| 30D | -27.3% | +6.6% | -33.9% | -29.3% |
| 3M | -61.9% | -34.5% | -27.4% | -55.9% |
| 6M | -34.5% | -24.5% | -10.0% | -28.9% |
| YTD | -47.7% | +12.7% | -60.4% | -51.2% |
| 1Y | +53.3% | +94.8% | -41.5% | +18.5% |
| 3Y | -62.4% | +31.9% | -94.3% | -69.0% |
| All | -70.4% | +63.5% | -133.9% | -77.7% |
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