-23.7%
FPS vs LBRT
-44.1%
+20.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.9% |
| 7D | +13.6% | +9.2% | +4.4% | +7.9% |
| 30D | -32.4% | -27.5% | -4.8% | -18.3% |
| 3M | -41.1% | -37.9% | -3.2% | -23.9% |
| 6M | -51.4% | -60.7% | +9.3% | -27.2% |
| All | -23.7% | -44.1% | +20.3% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling