+28.1%
FSLR vs LBRT
-27.1%
+55.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -14.8% | +9.2% | -24.0% | -15.6% |
| 30D | -4.3% | -27.5% | +23.2% | -1.4% |
| 3M | -23.4% | -37.9% | +14.5% | -19.8% |
| 6M | -26.9% | -60.7% | +33.8% | -20.0% |
| YTD | -34.4% | -28.5% | -5.9% | -33.7% |
| 1Y | -33.2% | -13.2% | -20.0% | -34.3% |
| 3Y | +28.1% | -28.8% | +56.8% | +21.3% |
| All | +28.1% | -27.1% | +55.1% | +21.3% |
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