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  • LBRT vs FGI✓SelectedUSD · FGILBRT vs FGI performance historyLatest closeAs of+1.03%09/04
Stock and ETF performance explorer

LBRT vs FGI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-24.8%
FGI return
+60.7%
Excess return
-85.6%
Maximum drawdown
-50.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 6mo.

Portfolio and benchmark returns by period
PeriodPortfolioFGIExcessAlpha
1D+1.0%+7.5%-6.5%+1.1%
7D+8.3%+0.5%+7.7%+8.3%
30D+6.1%+65.4%-59.3%+7.4%
3M-34.8%+23.5%-58.3%-34.3%
6M-24.8%+60.5%-85.4%-21.6%
All-24.8%+60.7%-85.6%-21.6%

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 6mo: 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…

6mo analysis · Full analysis span regression · 6 months rolling