+33.5%
LBRT vs FDS
+69.8%
-36.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +2.1% |
| 7D | +8.3% | -1.9% | +10.2% | +8.8% |
| 30D | +6.1% | +9.0% | -2.9% | +2.9% |
| 3M | -34.8% | +18.9% | -53.6% | -39.4% |
| 6M | -24.8% | +35.1% | -60.0% | -34.8% |
| YTD | +12.2% | +5.5% | +6.7% | +6.6% |
| 1Y | +94.0% | -16.8% | +110.8% | +104.0% |
| 3Y | +31.3% | -28.1% | +59.3% | +46.5% |
| 5Y | +111.8% | -17.4% | +129.2% | +110.9% |
| All | +33.5% | +69.8% | -36.4% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling