-22.5%
LBRT vs FIVE
+263.3%
-285.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.5% |
| 7D | -29.1% | -0.3% | -28.9% | -29.2% |
| 30D | -38.4% | +17.7% | -56.0% | -41.5% |
| 3M | -40.1% | +4.0% | -44.0% | -41.3% |
| 6M | -62.9% | +2.6% | -65.5% | -63.9% |
| YTD | -34.5% | +27.6% | -62.1% | -41.1% |
| 1Y | -30.2% | +59.9% | -90.2% | -41.6% |
| 3Y | -37.5% | +35.8% | -73.2% | -49.0% |
| 5Y | +7.6% | +14.4% | -6.8% | -10.4% |
| All | -22.5% | +263.3% | -285.7% | -59.9% |
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