+27.0%
FTV vs LBRT
+33.5%
-6.5%
-52.6%
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 | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -4.5% | +8.7% | -13.2% | -5.7% |
| 30D | -7.1% | +6.6% | -13.7% | -8.1% |
| 3M | -7.2% | -34.5% | +27.3% | -2.4% |
| 6M | -1.5% | -24.5% | +23.0% | +0.9% |
| YTD | +3.5% | +12.7% | -9.2% | -1.0% |
| 1Y | +20.3% | +94.8% | -74.5% | +4.2% |
| 3Y | -3.1% | +31.9% | -35.0% | -13.5% |
| 5Y | +2.3% | +111.8% | -109.5% | -19.0% |
| All | +27.0% | +33.5% | -6.5% | -14.5% |
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