-52.4%
FN vs LBRT
-59.8%
+7.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -11.2% | +5.2% | +0.4% |
| 7D | -7.0% | -25.3% | +18.3% | +9.3% |
| 30D | -24.7% | -32.9% | +8.2% | -6.4% |
| 3M | -35.7% | -33.3% | -2.3% | -19.2% |
| 6M | -52.4% | -61.0% | +8.6% | -14.1% |
| All | -52.4% | -59.8% | +7.4% | -14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling