+33.5%
LBRT vs FIVE
+281.3%
-247.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | -0.5% |
| 7D | +8.3% | +4.3% | +4.0% | +6.9% |
| 30D | +6.1% | +12.5% | -6.4% | +1.9% |
| 3M | -34.8% | +31.2% | -66.0% | -40.3% |
| 6M | -24.8% | +14.4% | -39.2% | -29.5% |
| YTD | +12.2% | +33.9% | -21.7% | 0.0% |
| 1Y | +94.0% | +65.1% | +28.9% | +61.7% |
| 3Y | +31.3% | +49.0% | -17.7% | +4.2% |
| 5Y | +111.8% | +30.3% | +81.5% | +68.1% |
| All | +33.5% | +281.3% | -247.8% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling