+38.7%
LBRT vs FHN
+64.7%
-26.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.6% |
| 7D | +6.9% | +2.7% | +4.3% | +5.0% |
| 30D | +7.8% | -3.1% | +10.9% | +10.0% |
| 3M | -25.3% | +2.3% | -27.6% | -26.7% |
| 6M | -19.6% | +9.7% | -29.3% | -25.4% |
| YTD | +17.2% | +4.7% | +12.4% | +11.9% |
| 1Y | +114.1% | +13.8% | +100.3% | +91.5% |
| 3Y | +27.0% | +131.6% | -104.5% | -31.0% |
| 5Y | +128.3% | +91.1% | +37.2% | +17.6% |
| All | +38.7% | +64.7% | -26.0% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling