-26.4%
LBRT vs FIVE
+264.7%
-291.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.3% | -9.4% | -12.4% |
| 7D | -34.8% | -1.7% | -33.1% | -34.5% |
| 30D | -43.6% | +14.9% | -58.5% | -46.1% |
| 3M | -41.2% | +7.6% | -48.9% | -43.1% |
| 6M | -66.1% | +6.4% | -72.5% | -67.3% |
| YTD | -37.9% | +28.1% | -65.9% | -44.1% |
| 1Y | -33.9% | +54.7% | -88.6% | -44.1% |
| 3Y | -40.9% | +36.1% | -76.9% | -51.8% |
| 5Y | +2.1% | +14.9% | -12.8% | -15.1% |
| All | -26.4% | +264.7% | -291.1% | -62.0% |
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 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