+109.8%
LBRT vs FDS
-17.4%
+127.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +1.7% |
| 7D | +8.7% | -1.9% | +10.6% | +8.9% |
| 30D | +6.6% | +9.0% | -2.4% | +5.8% |
| 3M | -34.5% | +18.9% | -53.3% | -35.5% |
| 6M | -24.5% | +35.1% | -59.6% | -27.7% |
| YTD | +12.7% | +5.5% | +7.2% | +13.5% |
| 1Y | +94.8% | -16.8% | +111.7% | +110.7% |
| 3Y | +31.9% | -28.1% | +59.9% | +49.1% |
| All | +109.8% | -17.4% | +127.2% | +141.1% |
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 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