+1,282.0%
FN vs LBRT
+33.5%
+1,248.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.7% | +2.9% |
| 7D | -1.7% | +8.7% | -10.4% | -3.2% |
| 30D | -22.0% | +6.6% | -28.6% | -22.8% |
| 3M | -43.0% | -34.5% | -8.5% | -38.8% |
| 6M | -27.7% | -24.5% | -3.3% | -24.7% |
| YTD | -10.5% | +12.7% | -23.2% | -12.8% |
| 1Y | +12.5% | +94.8% | -82.4% | -0.3% |
| 3Y | +153.8% | +31.9% | +121.9% | +134.0% |
| 5Y | +288.0% | +111.8% | +176.2% | +222.0% |
| All | +1,282.0% | +33.5% | +1,248.5% | +980.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling