+33.5%
LBRT vs FND
+8.4%
+25.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | +8.3% | -5.2% | +13.5% | +9.8% |
| 30D | +6.1% | -19.9% | +26.0% | +12.7% |
| 3M | -34.8% | +2.7% | -37.5% | -36.5% |
| 6M | -24.8% | -21.7% | -3.2% | -21.7% |
| YTD | +12.2% | -17.5% | +29.7% | +14.0% |
| 1Y | +94.0% | -39.3% | +133.3% | +116.6% |
| 3Y | +31.3% | -49.8% | +81.0% | +49.3% |
| 5Y | +111.8% | -60.1% | +171.9% | +145.0% |
| All | +33.5% | +8.4% | +25.1% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling