+73.3%
LBRT vs FGI
-70.4%
+143.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| 3M | -34.8% | +23.5% | -58.3% | -36.1% |
| 6M | -24.8% | +60.5% | -85.4% | -28.8% |
| YTD | +12.2% | +30.0% | -17.8% | +7.1% |
| 1Y | +94.0% | +82.1% | +11.9% | +74.7% |
| 3Y | +31.3% | -4.4% | +35.7% | +18.9% |
| All | +73.3% | -70.4% | +143.7% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling