-19.0%
LBRT vs FIVE
+283.2%
-302.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -15.7% | +7.3% | -23.0% | -17.5% |
| 30D | -34.3% | +18.1% | -52.3% | -37.6% |
| 3M | -40.6% | +7.7% | -48.3% | -42.4% |
| 6M | -62.0% | +13.6% | -75.6% | -64.1% |
| YTD | -31.6% | +34.6% | -66.2% | -39.4% |
| 1Y | -25.8% | +66.2% | -92.0% | -38.5% |
| 3Y | -30.4% | +43.5% | -73.8% | -44.1% |
| 5Y | +18.7% | +20.7% | -2.0% | -2.7% |
| All | -19.0% | +283.2% | -302.3% | -58.8% |
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