-16.2%
LBRT vs FHN
+57.4%
-73.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +13.8% | +1.3% | +12.6% | +13.0% |
| 30D | -32.4% | +2.8% | -35.2% | -33.8% |
| 3M | -39.9% | -8.9% | -31.0% | -36.3% |
| 6M | -60.8% | -0.7% | -60.1% | -61.0% |
| YTD | -29.3% | +0.1% | -29.3% | -30.6% |
| 1Y | -18.9% | +10.4% | -29.3% | -25.6% |
| 3Y | -28.0% | +128.8% | -156.8% | -60.4% |
| 5Y | +26.6% | +61.5% | -34.9% | -25.7% |
| All | -16.2% | +57.4% | -73.6% | -56.4% |
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