+1,833.1%
FTAI vs LBRT
+33.5%
+1,799.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -1.9% |
| 7D | +0.7% | +8.7% | -8.1% | -1.3% |
| 30D | -12.1% | +6.6% | -18.7% | -13.4% |
| 3M | -21.3% | -34.5% | +13.1% | -14.2% |
| 6M | -30.2% | -24.5% | -5.7% | -27.4% |
| YTD | +0.3% | +12.7% | -12.5% | -5.7% |
| 1Y | +27.2% | +94.8% | -67.7% | +2.9% |
| 3Y | +443.9% | +31.9% | +412.0% | +361.2% |
| 5Y | +853.5% | +111.8% | +741.7% | +571.0% |
| All | +1,833.1% | +33.5% | +1,799.6% | +878.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling