+63.1%
FSLR vs LBRT
+13.8%
+49.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.4% | -2.1% | -5.1% |
| 7D | -2.6% | -15.7% | +13.0% | -0.9% |
| 30D | +1.8% | -34.3% | +36.0% | +6.7% |
| 3M | -24.4% | -40.6% | +16.2% | -19.9% |
| 6M | -17.7% | -62.0% | +44.3% | -8.2% |
| YTD | -30.7% | -31.6% | +0.9% | -29.4% |
| 1Y | -33.6% | -25.8% | -7.8% | -33.3% |
| 3Y | +35.1% | -30.4% | +65.5% | +31.6% |
| 5Y | +63.1% | +18.7% | +44.4% | +42.9% |
| All | +63.1% | +13.8% | +49.3% | +42.9% |
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 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