+234.2%
FTI vs LBRT
+43.0%
+191.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.8% |
| 7D | -2.3% | +10.2% | -12.5% | -6.6% |
| 30D | +5.0% | +4.9% | +0.2% | +2.4% |
| 3M | +13.8% | -21.2% | +35.1% | +22.6% |
| 6M | +22.9% | -19.9% | +42.8% | +29.2% |
| YTD | +75.0% | +20.8% | +54.2% | +50.0% |
| 1Y | +96.9% | +123.5% | -26.7% | +20.6% |
| 3Y | +276.7% | +30.9% | +245.8% | +177.8% |
| 5Y | +1,157.0% | +136.3% | +1,020.7% | +570.8% |
| All | +234.2% | +43.0% | +191.2% | +60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling