+125.9%
FSLR vs LBRT
-16.2%
+142.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.4% | -3.3% |
| 7D | -12.0% | +13.8% | -25.8% | -13.7% |
| 30D | -7.7% | -32.4% | +24.7% | -3.0% |
| 3M | -24.0% | -39.9% | +15.9% | -19.0% |
| 6M | -24.4% | -60.8% | +36.4% | -14.8% |
| YTD | -34.0% | -29.3% | -4.8% | -32.8% |
| 1Y | -35.6% | -18.9% | -16.7% | -35.8% |
| 3Y | +28.7% | -28.0% | +56.6% | +25.3% |
| 5Y | +55.3% | +26.6% | +28.8% | +33.2% |
| All | +125.9% | -16.2% | +142.2% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling