-94.9%
FRMI vs LBRT
+6.9%
-101.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.1% | -2.4% | +3.4% |
| 7D | -24.7% | -11.9% | -12.8% | -22.1% |
| 30D | -51.6% | -31.9% | -19.7% | -47.0% |
| 3M | -73.1% | -34.9% | -38.3% | -70.3% |
| 6M | -68.3% | -60.7% | -7.6% | -62.0% |
| YTD | -79.3% | -29.2% | -50.0% | -77.2% |
| 1Y | -93.2% | -23.6% | -69.6% | -92.4% |
| All | -94.9% | +6.9% | -101.8% | -93.5% |
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