-22.5%
LBRT vs FND
+10.6%
-33.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.5% |
| 7D | -29.1% | +7.7% | -36.8% | -31.0% |
| 30D | -38.4% | +11.9% | -50.2% | -41.0% |
| 3M | -40.1% | -14.6% | -25.5% | -38.3% |
| 6M | -62.9% | +0.5% | -63.3% | -64.2% |
| YTD | -34.5% | -15.8% | -18.7% | -34.7% |
| 1Y | -30.2% | -12.9% | -17.3% | -31.4% |
| 3Y | -37.5% | -34.2% | -3.3% | -35.7% |
| 5Y | +7.6% | -61.6% | +69.1% | +25.6% |
| All | -22.5% | +10.6% | -33.0% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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