-26.8%
LBRT vs FND
-33.5%
+6.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.1% | +4.1% | +7.6% |
| 7D | -11.9% | +8.5% | -20.4% | -12.8% |
| 30D | -31.9% | +17.2% | -49.2% | -33.6% |
| 3M | -34.9% | -14.9% | -19.9% | -33.1% |
| 6M | -60.7% | +3.1% | -63.8% | -61.4% |
| YTD | -29.2% | -12.4% | -16.8% | -28.5% |
| 1Y | -23.6% | -10.0% | -13.6% | -23.7% |
| 3Y | -26.8% | -31.3% | +4.5% | -22.9% |
| All | -26.8% | -33.5% | +6.6% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling