-16.2%
LBRT vs FIVE
+283.6%
-299.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.6% | +2.5% | +6.4% |
| 7D | -11.9% | +6.2% | -18.1% | -13.6% |
| 30D | -31.9% | +18.2% | -50.1% | -35.4% |
| 3M | -34.9% | +3.8% | -38.7% | -36.1% |
| 6M | -60.7% | +13.7% | -74.4% | -62.8% |
| YTD | -29.2% | +34.7% | -63.9% | -37.3% |
| 1Y | -23.6% | +66.6% | -90.3% | -36.8% |
| 3Y | -26.8% | +44.3% | -71.1% | -41.3% |
| 5Y | +16.3% | +18.8% | -2.4% | -3.9% |
| All | -16.2% | +283.6% | -299.8% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling