-16.4%
LBRT vs FDS
+88.3%
-104.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.6% | +2.6% |
| 7D | -1.9% | -2.1% | +0.2% | -1.4% |
| 30D | -32.0% | +16.0% | -48.0% | -35.4% |
| 3M | -39.7% | +18.8% | -58.5% | -43.6% |
| 6M | -61.1% | +54.1% | -115.2% | -67.6% |
| YTD | -29.4% | +17.0% | -46.4% | -35.7% |
| 1Y | -24.5% | +25.5% | -50.0% | -34.0% |
| 3Y | -28.1% | -23.3% | -4.8% | -21.2% |
| 5Y | +23.9% | -22.6% | +46.5% | +31.6% |
| All | -16.4% | +88.3% | -104.7% | -54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling