+28.5%
FTV vs LBRT
-31.1%
+59.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | 0.0% |
| 7D | +0.2% | -29.1% | +29.4% | -0.5% |
| 30D | +15.7% | -38.4% | +54.0% | +14.6% |
| 3M | +7.5% | -40.1% | +47.6% | +6.6% |
| 6M | +8.5% | -62.9% | +71.4% | +6.2% |
| YTD | +18.8% | -34.5% | +53.3% | +16.7% |
| 1Y | +28.5% | -30.2% | +58.7% | +27.6% |
| All | +28.5% | -31.1% | +59.7% | +27.6% |
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