-16.2%
LBRT vs FIVE
+273.6%
-289.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | +13.8% | +2.4% | +11.4% | +13.1% |
| 30D | -32.4% | +15.8% | -48.2% | -35.5% |
| 3M | -39.9% | +3.8% | -43.7% | -41.0% |
| 6M | -60.8% | +18.5% | -79.4% | -63.5% |
| YTD | -29.3% | +31.2% | -60.5% | -36.8% |
| 1Y | -18.9% | +61.8% | -80.7% | -32.2% |
| 3Y | -28.0% | +39.9% | -67.9% | -41.7% |
| 5Y | +26.6% | +18.3% | +8.3% | +4.3% |
| All | -16.2% | +273.6% | -289.9% | -57.1% |
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