-21.5%
LBRT vs FIVE
+63.3%
-84.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +6.7% | -17.9% | -11.3% |
| 7D | -25.3% | +7.5% | -32.8% | -25.4% |
| 30D | -32.9% | +16.7% | -49.6% | -33.3% |
| 3M | -33.3% | +13.4% | -46.7% | -34.1% |
| 6M | -61.0% | +9.0% | -70.0% | -61.4% |
| YTD | -28.0% | +33.8% | -61.8% | -36.4% |
| 1Y | -21.5% | +61.2% | -82.7% | -34.5% |
| All | -21.5% | +63.3% | -84.8% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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