-25.9%
FPS vs LBRT
-46.5%
+20.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.4% | -1.6% | -2.7% |
| 7D | -20.9% | -15.7% | -5.2% | -11.1% |
| 30D | -46.3% | -34.3% | -12.1% | -31.8% |
| 3M | -42.9% | -40.6% | -2.2% | -24.1% |
| 6M | -46.8% | -62.0% | +15.2% | -18.3% |
| All | -25.9% | -46.5% | +20.6% | -19.3% |
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