+99.6%
FTI vs LBRT
+106.9%
-7.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -2.7% |
| 7D | -0.2% | +6.9% | -7.1% | -1.2% |
| 30D | +12.3% | +7.8% | +4.5% | +11.1% |
| 3M | +13.8% | -25.3% | +39.0% | +18.1% |
| 6M | +24.3% | -19.6% | +43.8% | +27.4% |
| YTD | +75.8% | +17.2% | +58.6% | +71.5% |
| 1Y | +99.6% | +114.1% | -14.4% | +82.4% |
| All | +99.6% | +106.9% | -7.3% | +82.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling