-22.5%
LBRT vs FHN
+54.9%
-77.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.6% |
| 7D | -29.1% | -1.0% | -28.2% | -28.8% |
| 30D | -38.4% | +0.2% | -38.6% | -38.7% |
| 3M | -40.1% | -9.0% | -31.1% | -36.5% |
| 6M | -62.9% | -6.8% | -56.1% | -61.5% |
| YTD | -34.5% | -1.5% | -33.0% | -35.1% |
| 1Y | -30.2% | +10.9% | -41.2% | -36.3% |
| 3Y | -37.5% | +119.4% | -156.8% | -64.7% |
| 5Y | +7.6% | +57.5% | -49.9% | -35.8% |
| All | -22.5% | +54.9% | -77.4% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling