+6.5%
LBRT vs FLR
+93.7%
-87.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.3% | +2.0% | +3.9% |
| 7D | -29.1% | -0.8% | -28.3% | -28.6% |
| 30D | -38.4% | -9.1% | -29.3% | -35.5% |
| 3M | -40.1% | -4.7% | -35.4% | -39.4% |
| 6M | -62.9% | -14.2% | -48.7% | -61.5% |
| YTD | -34.5% | +17.3% | -51.8% | -42.4% |
| 1Y | -30.2% | +4.3% | -34.5% | -35.0% |
| 3Y | -37.5% | +30.7% | -68.2% | -53.6% |
| All | +6.5% | +93.7% | -87.1% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling