+21.6%
LBRT vs FGI
-4.4%
+26.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | +0.9% |
| 7D | +8.3% | +0.5% | +7.7% | +8.2% |
| 30D | +6.1% | +65.4% | -59.3% | +4.2% |
| 3M | -34.8% | +23.5% | -58.3% | -35.6% |
| 6M | -24.8% | +60.5% | -85.4% | -27.6% |
| YTD | +12.2% | +30.0% | -17.8% | +8.8% |
| 1Y | +94.0% | +82.1% | +11.9% | +80.1% |
| All | +21.6% | -4.4% | +26.0% | +14.1% |
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