+168.1%
FSLR vs LBRT
+33.5%
+134.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.6% |
| 7D | 0.0% | +8.3% | -8.3% | -1.2% |
| 30D | -13.7% | +6.1% | -19.8% | -14.6% |
| 3M | -35.1% | -34.8% | -0.3% | -31.3% |
| 6M | +3.6% | -24.8% | +28.5% | +6.8% |
| YTD | -21.7% | +12.2% | -34.0% | -24.8% |
| 1Y | +1.3% | +94.0% | -92.7% | -11.8% |
| 3Y | +9.7% | +31.3% | -21.6% | -1.6% |
| 5Y | +117.4% | +111.8% | +5.5% | +73.4% |
| All | +168.1% | +33.5% | +134.6% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling