-24.5%
LBRT vs FIVE
+66.9%
-91.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.4% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | -32.0% | +17.4% | -49.4% | -32.5% |
| 3M | -39.7% | +7.0% | -46.7% | -39.9% |
| 6M | -61.1% | +20.5% | -81.5% | -62.1% |
| YTD | -29.4% | +33.1% | -62.5% | -38.6% |
| 1Y | -24.5% | +67.1% | -91.5% | -39.8% |
| All | -24.5% | +66.9% | -91.4% | -39.8% |
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 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