+74.1%
LBRT vs FGI
-70.4%
+144.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.1% | +1.3% |
| 7D | +8.7% | +0.5% | +8.2% | +8.7% |
| 30D | +6.6% | +65.4% | -58.8% | +3.6% |
| 3M | -34.5% | +23.5% | -58.0% | -35.8% |
| 6M | -24.5% | +60.5% | -85.0% | -28.5% |
| YTD | +12.7% | +30.0% | -17.3% | +7.6% |
| 1Y | +94.8% | +82.1% | +12.8% | +75.5% |
| 3Y | +31.9% | -4.4% | +36.2% | +19.4% |
| All | +74.1% | -70.4% | +144.5% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling