+22.1%
LBRT vs FIVE
+50.0%
-27.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-04 to 2026-09-04.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | +0.3% |
| 7D | +8.7% | +4.3% | +4.5% | +7.7% |
| 30D | +6.6% | +12.5% | -5.9% | +3.4% |
| 3M | -34.5% | +31.2% | -65.7% | -38.7% |
| 6M | -24.5% | +14.4% | -38.9% | -28.1% |
| YTD | +12.7% | +33.9% | -21.2% | +2.9% |
| 1Y | +94.8% | +65.1% | +29.8% | +68.5% |
| All | +22.1% | +50.0% | -27.9% | -9.4% |
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 2023-09-04 to 2026-09-04: 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…
2023-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling