+1.3%
FSLR vs LBRT
+100.7%
-99.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.5% |
| 7D | 0.0% | +8.3% | -8.3% | -0.4% |
| 30D | -13.7% | +6.1% | -19.8% | -14.0% |
| 3M | -35.1% | -34.8% | -0.3% | -34.8% |
| 6M | +3.6% | -24.8% | +28.5% | +4.5% |
| YTD | -21.7% | +12.2% | -34.0% | -20.8% |
| 1Y | +1.3% | +94.0% | -92.7% | +4.2% |
| All | +1.3% | +100.7% | -99.4% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1y: compounded portfolio wealth divided by compounded LBRT 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…
1y analysis · Full analysis span regression · 6 months rolling