+242.9%
FTI vs LBRT
+33.5%
+209.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | +5.3% | +8.3% | -3.0% | +1.6% |
| 30D | +15.3% | +6.1% | +9.2% | +12.0% |
| 3M | +15.8% | -34.8% | +50.5% | +35.6% |
| 6M | +22.6% | -24.8% | +47.4% | +32.6% |
| YTD | +79.5% | +12.2% | +67.3% | +59.2% |
| 1Y | +102.0% | +94.0% | +8.0% | +32.2% |
| 3Y | +315.8% | +31.3% | +284.5% | +205.3% |
| 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 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