-83.0%
FRMI vs LBRT
+82.4%
-165.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.2% | -3.6% |
| 7D | +15.9% | +10.2% | +5.7% | +14.5% |
| 30D | -6.0% | +4.9% | -10.8% | -6.5% |
| 3M | -1.6% | -21.2% | +19.6% | +2.6% |
| 6M | -30.7% | -19.9% | -10.8% | -28.6% |
| YTD | -30.9% | +20.8% | -51.6% | -32.2% |
| All | -83.0% | +82.4% | -165.4% | -80.8% |
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