+38.7%
LBRT vs FDS
+62.5%
-23.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.3% | +8.2% | +5.2% |
| 7D | +6.9% | -5.4% | +12.3% | +8.6% |
| 30D | +7.8% | +1.6% | +6.2% | +6.7% |
| 3M | -25.3% | +17.7% | -43.0% | -30.5% |
| 6M | -19.6% | +29.1% | -48.6% | -29.3% |
| YTD | +17.2% | +1.0% | +16.2% | +12.6% |
| 1Y | +114.1% | -21.6% | +135.7% | +129.9% |
| 3Y | +27.0% | -30.1% | +57.1% | +42.4% |
| 5Y | +128.3% | -20.7% | +149.0% | +129.8% |
| All | +38.7% | +62.5% | -23.8% | -19.5% |
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 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