+156.7%
FSLR vs LBRT
-26.4%
+183.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -13.7% | +14.3% | +2.6% |
| 7D | +10.7% | -34.8% | +45.5% | +17.1% |
| 30D | +8.9% | -43.6% | +52.5% | +17.6% |
| 3M | -17.3% | -41.2% | +23.9% | -11.6% |
| 6M | -10.8% | -66.1% | +55.3% | +2.9% |
| YTD | -25.1% | -37.9% | +12.8% | -22.1% |
| 1Y | -29.4% | -33.9% | +4.5% | -27.5% |
| 3Y | +28.8% | -40.9% | +69.7% | +29.4% |
| 5Y | +68.3% | +2.1% | +66.2% | +49.2% |
| All | +156.7% | -26.4% | +183.1% | +99.2% |
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