+160.3%
FN vs LBRT
+25.4%
+134.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.8% |
| 7D | -1.7% | +8.3% | -9.9% | -4.0% |
| 30D | -22.0% | +6.1% | -28.1% | -23.2% |
| 3M | -43.0% | -34.8% | -8.2% | -36.2% |
| 6M | -27.7% | -24.8% | -2.9% | -22.9% |
| YTD | -10.5% | +12.2% | -22.7% | -14.2% |
| 1Y | +12.5% | +94.0% | -81.5% | -6.7% |
| All | +160.3% | +25.4% | +134.9% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling