+143.3%
FN vs LBRT
+1.0%
+142.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -13.7% | -0.6% | -10.6% |
| 7D | -16.0% | -34.8% | +18.8% | -6.0% |
| 30D | -40.1% | -43.6% | +3.5% | -30.5% |
| 3M | -43.9% | -41.2% | -2.7% | -35.5% |
| 6M | -55.6% | -66.1% | +10.4% | -42.7% |
| YTD | -35.7% | -37.9% | +2.2% | -27.3% |
| 1Y | -39.8% | -33.9% | -6.0% | -32.6% |
| 3Y | +80.3% | -40.9% | +121.1% | +97.2% |
| 5Y | +143.3% | +2.1% | +141.2% | +145.5% |
| All | +143.3% | +1.0% | +142.3% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling