+19.3%
FTV vs LBRT
+99.1%
-79.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.0% |
| 7D | -4.5% | +8.7% | -13.2% | -4.5% |
| 30D | -7.1% | +6.6% | -13.7% | -7.0% |
| 3M | -7.2% | -34.5% | +27.3% | -6.9% |
| 6M | -1.5% | -24.5% | +23.0% | -1.2% |
| YTD | +3.5% | +12.7% | -9.2% | +1.8% |
| All | +19.3% | +99.1% | -79.8% | +12.8% |
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