+51.0%
FTV vs LBRT
-19.0%
+70.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.4% |
| 7D | +1.4% | -15.7% | +17.0% | +3.5% |
| 30D | +18.3% | -34.3% | +52.5% | +24.7% |
| 3M | +9.8% | -40.6% | +50.4% | +17.1% |
| 6M | +12.3% | -62.0% | +74.3% | +26.6% |
| YTD | +23.1% | -31.6% | +54.7% | +25.4% |
| 1Y | +32.5% | -25.8% | +58.3% | +33.0% |
| 3Y | +38.3% | -30.4% | +68.7% | +34.8% |
| 5Y | +16.8% | +18.7% | -1.8% | +0.5% |
| All | +51.0% | -19.0% | +70.1% | +8.2% |
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