-86.6%
FLNC vs LBRT
+3.7%
-90.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.6% |
| 7D | -11.2% | +9.2% | -20.4% | -14.2% |
| 30D | -24.6% | -27.5% | +2.9% | -15.2% |
| 3M | -64.6% | -37.9% | -26.7% | -57.8% |
| 6M | -78.8% | -60.7% | -18.1% | -70.4% |
| YTD | -76.3% | -28.5% | -47.8% | -73.9% |
| 1Y | -71.2% | -13.2% | -58.0% | -70.1% |
| 3Y | -71.9% | -28.8% | -43.1% | -70.7% |
| 5Y | -87.5% | +28.0% | -115.5% | -89.5% |
| All | -86.6% | +3.7% | -90.3% | -88.1% |
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