+9.6%
FSLR vs LBRT
+25.4%
-15.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.6% |
| 7D | 0.0% | +8.3% | -8.3% | -1.0% |
| 30D | -13.7% | +6.1% | -19.8% | -14.4% |
| 3M | -35.1% | -34.8% | -0.3% | -32.2% |
| 6M | +3.6% | -24.8% | +28.5% | +6.2% |
| YTD | -21.7% | +12.2% | -34.0% | -24.3% |
| 1Y | +1.3% | +94.0% | -92.7% | -11.0% |
| All | +9.6% | +25.4% | -15.8% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling