-82.4%
FRMI vs LBRT
+76.9%
-159.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +3.9% | +7.6% | +11.0% |
| 7D | +23.3% | +6.9% | +16.4% | +22.3% |
| 30D | -7.6% | +7.8% | -15.4% | -8.4% |
| 3M | +0.2% | -25.3% | +25.4% | +5.3% |
| 6M | -28.7% | -19.6% | -9.2% | -26.8% |
| YTD | -28.6% | +17.2% | -45.8% | -29.7% |
| All | -82.4% | +76.9% | -159.4% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling