+110.4%
LBRT vs FRSH
-72.5%
+182.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +1.8% | -6.6% | +8.4% | +2.4% |
| 30D | -2.5% | +2.1% | -4.6% | -2.9% |
| 3M | -24.9% | +29.0% | -53.9% | -27.2% |
| 6M | -29.5% | +48.6% | -78.1% | -33.0% |
| YTD | +14.7% | -2.9% | +17.7% | +13.9% |
| 1Y | +91.7% | -7.9% | +99.6% | +91.5% |
| 3Y | +24.6% | -46.5% | +71.1% | +29.4% |
| All | +110.4% | -72.5% | +182.9% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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