+38.7%
LBRT vs FLR
+10.7%
+28.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.6% |
| 7D | +6.9% | +0.7% | +6.3% | +6.6% |
| 30D | +7.8% | -0.7% | +8.5% | +7.7% |
| 3M | -25.3% | +14.3% | -39.6% | -31.0% |
| 6M | -19.6% | +25.6% | -45.2% | -30.4% |
| YTD | +17.2% | +42.9% | -25.7% | -4.6% |
| 1Y | +114.1% | +38.7% | +75.3% | +75.0% |
| 3Y | +27.0% | +61.8% | -34.8% | -8.9% |
| 5Y | +128.3% | +254.1% | -125.8% | +12.9% |
| All | +38.7% | +10.7% | +28.0% | -12.6% |
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