-37.5%
LBRT vs FGI
+1.5%
-39.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.4% |
| 7D | -29.1% | -7.0% | -22.2% | -29.1% |
| 30D | -38.4% | -4.2% | -34.2% | -38.3% |
| 3M | -40.1% | +55.6% | -95.7% | -41.1% |
| 6M | -62.9% | -3.2% | -59.7% | -63.2% |
| YTD | -34.5% | +29.1% | -63.6% | -36.6% |
| 1Y | -30.2% | +51.0% | -81.2% | -33.2% |
| 3Y | -37.5% | +1.5% | -39.0% | -41.9% |
| All | -37.5% | +1.5% | -39.0% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling