-21.5%
LBRT vs FDS
+31.1%
-52.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +2.9% | -14.1% | -10.2% |
| 7D | -25.3% | +9.4% | -34.8% | -22.8% |
| 30D | -32.9% | +23.8% | -56.7% | -28.0% |
| 3M | -33.3% | +25.1% | -58.5% | -27.8% |
| 6M | -61.0% | +53.8% | -114.7% | -55.0% |
| YTD | -28.0% | +19.6% | -47.6% | -26.8% |
| 1Y | -21.5% | +31.6% | -53.2% | -14.5% |
| All | -21.5% | +31.1% | -52.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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