-4.0%
LBRT vs FGI
-70.3%
+66.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | 0.0% | -13.7% | -13.7% |
| 7D | -34.8% | -11.6% | -23.2% | -34.6% |
| 30D | -43.6% | -3.3% | -40.3% | -43.6% |
| 3M | -41.2% | +65.6% | -106.8% | -43.0% |
| 6M | -66.1% | -2.8% | -63.3% | -66.6% |
| YTD | -37.9% | +30.1% | -68.0% | -40.8% |
| 1Y | -33.9% | +50.2% | -84.0% | -37.9% |
| 3Y | -40.9% | -0.4% | -40.4% | -46.6% |
| All | -4.0% | -70.3% | +66.3% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling