-25.8%
LBRT vs FHN
+12.0%
-37.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -15.7% | +0.9% | -16.6% | -15.7% |
| 30D | -34.3% | +2.1% | -36.3% | -34.6% |
| 3M | -40.6% | -6.0% | -34.7% | -39.5% |
| 6M | -62.0% | -2.9% | -59.1% | -61.6% |
| YTD | -31.6% | +0.7% | -32.3% | -31.6% |
| 1Y | -25.8% | +11.0% | -36.8% | -29.3% |
| All | -25.8% | +12.0% | -37.8% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling