+27.0%
LBRT vs FRSH
-48.3%
+75.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.9% | +8.9% | +4.5% |
| 7D | +6.9% | -10.1% | +17.0% | +8.2% |
| 30D | +7.8% | +2.2% | +5.6% | +7.2% |
| 3M | -25.3% | +28.6% | -53.8% | -28.0% |
| 6M | -19.6% | +40.2% | -59.8% | -24.1% |
| YTD | +17.2% | -1.2% | +18.4% | +17.2% |
| 1Y | +114.1% | -7.9% | +122.0% | +117.2% |
| 3Y | +27.0% | -44.7% | +71.8% | +35.7% |
| All | +27.0% | -48.3% | +75.3% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling