+18.0%
FTV vs LBRT
+28.1%
-10.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +3.9% | +9.2% | -5.3% | +2.9% |
| 30D | +18.7% | -27.5% | +46.2% | +22.2% |
| 3M | +10.0% | -37.9% | +47.9% | +15.1% |
| 6M | +14.6% | -60.7% | +75.3% | +25.6% |
| YTD | +23.4% | -28.5% | +51.9% | +23.7% |
| 1Y | +31.3% | -13.2% | +44.5% | +27.7% |
| 3Y | +39.8% | -28.8% | +68.6% | +34.3% |
| All | +18.0% | +28.1% | -10.1% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling