+14.3%
LBRT vs FIGR
-35.2%
+49.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.8% | +1.4% | -3.1% |
| 7D | -15.7% | +5.6% | -21.3% | -15.8% |
| 30D | -34.3% | -18.2% | -16.0% | -33.8% |
| 3M | -40.6% | -19.0% | -21.6% | -40.3% |
| 6M | -62.0% | -38.0% | -24.0% | -61.6% |
| YTD | -31.6% | -42.9% | +11.2% | -33.8% |
| 1Y | -25.8% | -37.9% | +12.1% | -29.0% |
| All | +14.3% | -35.2% | +49.4% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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