-28.8%
LBRT vs FHN
+131.2%
-160.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | +9.2% | +2.1% | +7.1% | +7.9% |
| 30D | -27.5% | +3.8% | -31.3% | -29.3% |
| 3M | -37.9% | -8.9% | -28.9% | -34.4% |
| 6M | -60.7% | +1.8% | -62.5% | -61.4% |
| YTD | -28.5% | +0.6% | -29.1% | -29.9% |
| 1Y | -13.2% | +12.9% | -26.1% | -21.3% |
| 3Y | -28.8% | +126.4% | -155.2% | -54.7% |
| All | -28.8% | +131.2% | -160.0% | -54.7% |
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 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