-16.2%
LBRT vs FLR
-3.2%
-13.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +1.1% |
| 7D | +13.8% | +10.1% | +3.7% | +9.3% |
| 30D | -32.4% | -0.5% | -31.9% | -31.8% |
| 3M | -39.9% | -4.8% | -35.1% | -38.3% |
| 6M | -60.8% | +10.7% | -71.5% | -63.2% |
| YTD | -29.3% | +25.0% | -54.2% | -38.8% |
| 1Y | -18.9% | +8.3% | -27.2% | -25.1% |
| 3Y | -28.0% | +36.8% | -64.8% | -43.9% |
| 5Y | +26.6% | +121.8% | -95.2% | -22.4% |
| All | -16.2% | -3.2% | -13.0% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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