+4.7%
FTV vs LBRT
+115.1%
-110.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | -4.5% | +8.7% | -13.2% | -5.4% |
| 30D | -7.1% | +6.6% | -13.7% | -7.8% |
| 3M | -7.2% | -34.5% | +27.3% | -3.3% |
| 6M | -1.5% | -24.5% | +23.0% | +0.4% |
| YTD | +3.5% | +12.7% | -9.2% | -0.5% |
| 1Y | +20.3% | +94.8% | -74.5% | +5.9% |
| 3Y | -3.1% | +31.9% | -35.0% | -12.3% |
| All | +4.7% | +115.1% | -110.4% | -10.2% |
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 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