+33.5%
LBRT vs FLR
+9.8%
+23.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.5% |
| 7D | +8.7% | +5.4% | +3.3% | +6.3% |
| 30D | +6.6% | +11.4% | -4.8% | +0.5% |
| 3M | -34.5% | +11.4% | -45.9% | -38.7% |
| 6M | -24.5% | +16.6% | -41.1% | -32.5% |
| YTD | +12.7% | +41.7% | -29.0% | -7.9% |
| 1Y | +94.8% | +35.4% | +59.4% | +61.0% |
| 3Y | +31.9% | +57.3% | -25.5% | -4.2% |
| 5Y | +111.8% | +241.0% | -129.2% | +6.4% |
| All | +33.5% | +9.8% | +23.7% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling