-19.0%
LBRT vs FHN
+58.4%
-77.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.5% |
| 7D | -15.7% | +0.9% | -16.6% | -16.0% |
| 30D | -34.3% | +2.1% | -36.3% | -35.3% |
| 3M | -40.6% | -6.0% | -34.7% | -38.4% |
| 6M | -62.0% | -2.9% | -59.1% | -61.6% |
| YTD | -31.6% | +0.7% | -32.3% | -33.2% |
| 1Y | -25.8% | +11.0% | -36.8% | -32.2% |
| 3Y | -30.4% | +130.3% | -160.7% | -61.9% |
| 5Y | +18.7% | +61.3% | -42.6% | -30.2% |
| All | -19.0% | +58.4% | -77.4% | -58.0% |
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