-16.2%
LBRT vs FLR
-1.6%
-14.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +8.3% | -0.2% | +4.5% |
| 7D | -11.9% | +8.5% | -20.4% | -14.6% |
| 30D | -31.9% | -0.7% | -31.3% | -31.3% |
| 3M | -34.9% | -11.7% | -23.2% | -31.3% |
| 6M | -60.7% | +16.2% | -76.9% | -63.8% |
| YTD | -29.2% | +27.0% | -56.2% | -39.1% |
| 1Y | -23.6% | +10.1% | -33.7% | -30.0% |
| 3Y | -26.8% | +46.2% | -73.0% | -44.7% |
| 5Y | +16.3% | +121.4% | -105.1% | -28.6% |
| All | -16.2% | -1.6% | -14.6% | -44.2% |
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