-24.5%
LBRT vs FGI
+50.2%
-74.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.9% | -2.6% | +3.3% |
| 7D | -1.9% | +6.9% | -8.8% | -1.9% |
| 30D | -32.0% | +3.9% | -36.0% | -32.0% |
| 3M | -39.7% | +74.3% | -114.0% | -39.3% |
| 6M | -61.1% | +28.9% | -90.0% | -60.9% |
| YTD | -29.4% | +39.1% | -68.5% | -28.5% |
| 1Y | -24.5% | +49.3% | -73.8% | -22.6% |
| All | -24.5% | +50.2% | -74.6% | -22.6% |
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