-23.2%
LBRT vs FLR
+6.9%
-30.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +8.3% | -0.2% | +5.8% |
| 7D | -11.9% | +8.5% | -20.4% | -13.6% |
| 30D | -31.9% | -0.7% | -31.3% | -32.1% |
| 3M | -34.9% | -11.7% | -23.2% | -34.1% |
| 6M | -60.7% | +16.2% | -76.9% | -61.9% |
| YTD | -29.2% | +27.0% | -56.2% | -39.9% |
| All | -23.2% | +6.9% | -30.0% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling