+31.4%
LBRT vs FDS
-23.2%
+54.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +9.2% | +1.5% | +7.7% | +9.2% |
| 30D | -27.5% | +14.8% | -42.3% | -28.1% |
| 3M | -37.9% | +16.3% | -54.2% | -38.4% |
| 6M | -60.7% | +66.2% | -126.9% | -63.1% |
| YTD | -28.5% | +16.2% | -44.7% | -28.3% |
| 1Y | -13.2% | +21.8% | -35.1% | -14.6% |
| 3Y | -28.8% | -23.9% | -4.9% | -18.2% |
| All | +31.4% | -23.2% | +54.6% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling