-24.8%
LBRT vs FIVE
+12.1%
-36.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +1.4% |
| 7D | +8.3% | +4.3% | +4.0% | +8.6% |
| 30D | +6.1% | +12.5% | -6.4% | +6.5% |
| 3M | -34.8% | +31.2% | -66.0% | -33.7% |
| 6M | -24.8% | +14.4% | -39.2% | -25.6% |
| All | -24.8% | +12.1% | -36.9% | -25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling