+174.8%
FTI vs LBRT
-16.2%
+191.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.1% | -7.4% | -2.8% |
| 7D | -4.3% | -11.9% | +7.6% | +0.4% |
| 30D | -8.0% | -31.9% | +23.9% | +7.2% |
| 3M | -8.0% | -34.9% | +26.8% | +8.6% |
| 6M | -8.7% | -60.7% | +52.0% | +31.0% |
| YTD | +43.9% | -29.2% | +73.1% | +53.2% |
| 1Y | +49.8% | -23.6% | +73.4% | +52.8% |
| 3Y | +211.7% | -26.8% | +238.5% | +193.4% |
| 5Y | +781.6% | +16.3% | +765.2% | +540.2% |
| All | +174.8% | -16.2% | +191.0% | +64.0% |
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 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