-19.0%
LBRT vs FIVN
+20.1%
-39.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -3.0% |
| 7D | -15.7% | -22.4% | +6.8% | -13.8% |
| 30D | -34.3% | -23.8% | -10.5% | -32.7% |
| 3M | -40.6% | -19.5% | -21.1% | -39.9% |
| 6M | -62.0% | +25.6% | -87.6% | -63.6% |
| YTD | -31.6% | +38.4% | -70.0% | -36.0% |
| 1Y | -25.8% | +33.7% | -59.5% | -30.3% |
| 3Y | -30.4% | -56.2% | +25.8% | -28.7% |
| 5Y | +18.7% | -82.9% | +101.6% | +26.1% |
| All | -19.0% | +20.1% | -39.1% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling