-23.2%
LBRT vs FIVE
+63.1%
-86.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.6% | +2.5% | +7.6% |
| 7D | -11.9% | +6.2% | -18.1% | -12.1% |
| 30D | -31.9% | +18.2% | -50.1% | -32.5% |
| 3M | -34.9% | +3.8% | -38.7% | -34.9% |
| 6M | -60.7% | +13.7% | -74.4% | -61.4% |
| YTD | -29.2% | +34.7% | -63.9% | -38.2% |
| All | -23.2% | +63.1% | -86.3% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling