+106.7%
LBRT vs FRSH
-70.6%
+177.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.7% | +6.2% | +1.9% |
| 7D | +8.7% | -8.2% | +16.9% | +9.6% |
| 30D | +6.6% | +10.5% | -3.9% | +5.4% |
| 3M | -34.5% | +32.7% | -67.2% | -36.6% |
| 6M | -24.5% | +50.3% | -74.8% | -28.3% |
| YTD | +12.7% | +3.9% | +8.8% | +11.2% |
| 1Y | +94.8% | -2.2% | +97.0% | +93.5% |
| 3Y | +31.9% | -42.9% | +74.8% | +36.0% |
| All | +106.7% | -70.6% | +177.2% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling