+74.9%
FSLR vs LBRT
+6.0%
+68.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.4% | -2.6% | +2.1% |
| 7D | +15.3% | -29.1% | +44.5% | +19.8% |
| 30D | +11.7% | -38.4% | +50.0% | +18.1% |
| 3M | -17.6% | -40.1% | +22.4% | -12.9% |
| 6M | -7.7% | -62.9% | +55.2% | +3.4% |
| YTD | -23.0% | -34.5% | +11.5% | -21.1% |
| 1Y | -26.0% | -30.2% | +4.2% | -25.0% |
| 3Y | +36.9% | -37.5% | +74.3% | +35.3% |
| All | +74.9% | +6.0% | +68.9% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling