+33.5%
LBRT vs FIVN
+44.0%
-10.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.7% |
| 7D | +8.7% | -2.3% | +11.0% | +9.0% |
| 30D | +6.6% | +12.4% | -5.8% | +4.9% |
| 3M | -34.5% | +36.0% | -70.5% | -37.0% |
| 6M | -24.5% | +86.0% | -110.5% | -30.6% |
| YTD | +12.7% | +65.9% | -53.2% | +4.4% |
| 1Y | +94.8% | +26.5% | +68.3% | +86.3% |
| 3Y | +31.9% | -54.2% | +86.1% | +34.9% |
| 5Y | +111.8% | -80.5% | +192.3% | +123.0% |
| All | +33.5% | +44.0% | -10.5% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling