-21.5%
LBRT vs FGI
+38.7%
-60.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -5.0% | -6.2% | -11.2% |
| 7D | -25.3% | +3.3% | -28.7% | -25.3% |
| 30D | -32.9% | -2.0% | -30.8% | -32.9% |
| 3M | -33.3% | +60.3% | -93.6% | -32.9% |
| 6M | -61.0% | +0.7% | -61.7% | -60.8% |
| YTD | -28.0% | +30.2% | -58.2% | -27.0% |
| 1Y | -21.5% | +44.4% | -65.9% | -20.0% |
| All | -21.5% | +38.7% | -60.2% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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