-29.1%
FLUT vs LBRT
-15.3%
-13.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -0.7% | +9.2% | -9.9% | -1.3% |
| 30D | +9.3% | -27.5% | +36.8% | +11.2% |
| 3M | -17.5% | -37.9% | +20.4% | -15.2% |
| 6M | -14.6% | -60.7% | +46.1% | -9.7% |
| YTD | -62.3% | -28.5% | -33.8% | -62.2% |
| 1Y | -59.6% | -13.2% | -46.4% | -60.2% |
| 3Y | -45.3% | -28.8% | -16.5% | -46.4% |
| 5Y | -50.4% | +28.0% | -78.4% | -53.4% |
| All | -29.1% | -15.3% | -13.8% | -36.0% |
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