+31.4%
LBRT vs FIVE
+16.7%
+14.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +9.2% | +2.7% | +6.5% | +8.6% |
| 30D | -27.5% | +12.7% | -40.2% | -29.4% |
| 3M | -37.9% | +2.1% | -39.9% | -38.4% |
| 6M | -60.7% | +17.5% | -78.2% | -62.5% |
| YTD | -28.5% | +31.0% | -59.5% | -34.2% |
| 1Y | -13.2% | +67.7% | -81.0% | -24.7% |
| 3Y | -28.8% | +43.4% | -72.2% | -41.2% |
| All | +31.4% | +16.7% | +14.7% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling