-84.3%
FRMI vs LBRT
+70.3%
-154.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.9% | +5.2% |
| 7D | +2.4% | +8.7% | -6.3% | +1.3% |
| 30D | -17.3% | +6.6% | -23.9% | -17.9% |
| 3M | -17.2% | -34.5% | +17.3% | -11.1% |
| 6M | -43.4% | -24.5% | -18.9% | -41.2% |
| YTD | -36.0% | +12.7% | -48.7% | -36.7% |
| All | -84.3% | +70.3% | -154.5% | -82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling