+242.9%
FTI vs LBRT
+33.5%
+209.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.0% |
| 7D | +5.3% | +8.7% | -3.5% | +1.4% |
| 30D | +15.3% | +6.6% | +8.7% | +11.8% |
| 3M | +15.8% | -34.5% | +50.2% | +35.4% |
| 6M | +22.6% | -24.5% | +47.1% | +32.4% |
| YTD | +79.5% | +12.7% | +66.8% | +58.9% |
| 1Y | +102.0% | +94.8% | +7.2% | +32.0% |
| 3Y | +315.8% | +31.9% | +284.0% | +204.7% |
| 5Y | +1,129.5% | +111.8% | +1,017.7% | +590.1% |
| All | +242.9% | +33.5% | +209.4% | +70.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling