-27.9%
FLUT vs LBRT
-19.0%
-8.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.9% |
| 7D | -1.5% | -15.7% | +14.2% | -0.5% |
| 30D | +3.4% | -34.3% | +37.7% | +6.0% |
| 3M | -12.5% | -40.6% | +28.2% | -9.8% |
| 6M | -18.5% | -62.0% | +43.5% | -13.6% |
| YTD | -61.6% | -31.6% | -30.0% | -61.4% |
| 1Y | -64.1% | -25.8% | -38.3% | -64.2% |
| 3Y | -44.5% | -30.4% | -14.1% | -45.5% |
| 5Y | -51.3% | +18.7% | -70.0% | -54.0% |
| All | -27.9% | -19.0% | -8.9% | -34.7% |
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 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