-22.5%
LBRT vs FDS
+84.4%
-106.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.7% | +9.1% | +6.3% |
| 7D | -29.1% | -0.5% | -28.6% | -29.3% |
| 30D | -38.4% | +20.2% | -58.6% | -42.2% |
| 3M | -40.1% | +19.9% | -59.9% | -44.2% |
| 6M | -62.9% | +56.2% | -119.1% | -69.4% |
| YTD | -34.5% | +14.6% | -49.1% | -40.1% |
| 1Y | -30.2% | +31.6% | -61.8% | -40.8% |
| 3Y | -37.5% | -23.8% | -13.6% | -31.6% |
| 5Y | +7.6% | -22.6% | +30.2% | +13.3% |
| All | -22.5% | +84.4% | -106.9% | -57.2% |
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