-24.5%
LBRT vs FDS
+27.2%
-51.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.6% | +4.2% |
| 7D | -1.9% | -2.1% | +0.2% | -2.6% |
| 30D | -32.0% | +16.0% | -48.0% | -28.5% |
| 3M | -39.7% | +18.8% | -58.5% | -35.7% |
| 6M | -61.1% | +54.1% | -115.2% | -55.2% |
| YTD | -29.4% | +17.0% | -46.4% | -29.3% |
| 1Y | -24.5% | +25.5% | -50.0% | -19.3% |
| All | -24.5% | +27.2% | -51.7% | -19.3% |
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