+163.7%
FSLR vs LBRT
-22.5%
+186.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.4% | -2.6% | +2.0% |
| 7D | +15.3% | -29.1% | +44.5% | +20.6% |
| 30D | +11.7% | -38.4% | +50.0% | +19.0% |
| 3M | -17.6% | -40.1% | +22.4% | -12.1% |
| 6M | -7.7% | -62.9% | +55.2% | +5.0% |
| YTD | -23.0% | -34.5% | +11.5% | -20.6% |
| 1Y | -26.0% | -30.2% | +4.2% | -24.6% |
| 3Y | +36.9% | -37.5% | +74.3% | +36.3% |
| 5Y | +72.9% | +7.6% | +65.3% | +52.2% |
| All | +163.7% | -22.5% | +186.2% | +103.2% |
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