+111.4%
FN vs LBRT
-31.8%
+143.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -11.2% | +5.2% | -2.2% |
| 7D | -7.0% | -25.3% | +18.3% | +2.2% |
| 30D | -24.7% | -32.9% | +8.2% | -14.3% |
| 3M | -35.7% | -33.3% | -2.3% | -26.5% |
| 6M | -52.4% | -61.0% | +8.6% | -37.3% |
| YTD | -25.0% | -28.0% | +3.0% | -17.1% |
| 1Y | -25.7% | -21.5% | -4.2% | -19.4% |
| All | +111.4% | -31.8% | +143.2% | +123.2% |
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