+16.3%
LBRT vs FND
-60.4%
+76.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.1% | +4.1% | +7.5% |
| 7D | -11.9% | +8.5% | -20.4% | -13.1% |
| 30D | -31.9% | +17.2% | -49.2% | -33.8% |
| 3M | -34.9% | -14.9% | -19.9% | -33.4% |
| 6M | -60.7% | +3.1% | -63.8% | -61.5% |
| YTD | -29.2% | -12.4% | -16.8% | -29.1% |
| 1Y | -23.6% | -10.0% | -13.6% | -24.1% |
| 3Y | -26.8% | -31.3% | +4.5% | -24.2% |
| 5Y | +16.3% | -60.3% | +76.6% | +43.5% |
| All | +16.3% | -60.4% | +76.8% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling