+22.1%
LBRT vs FHN
+118.6%
-96.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +8.7% | +1.2% | +7.6% | +7.9% |
| 30D | +6.6% | -4.7% | +11.3% | +9.5% |
| 3M | -34.5% | +3.5% | -38.0% | -36.0% |
| 6M | -24.5% | +7.8% | -32.3% | -28.5% |
| YTD | +12.7% | +5.9% | +6.8% | +7.7% |
| 1Y | +94.8% | +12.5% | +82.4% | +77.5% |
| All | +22.1% | +118.6% | -96.4% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling