+164.3%
FSLY vs LBRT
-25.0%
+189.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -11.2% | +11.0% | +4.4% |
| 7D | -22.2% | -25.3% | +3.1% | -12.5% |
| 30D | -19.1% | -32.9% | +13.7% | -5.7% |
| 3M | -15.7% | -33.3% | +17.6% | -1.6% |
| 6M | -23.5% | -61.0% | +37.5% | +6.5% |
| YTD | +106.6% | -28.0% | +134.6% | +142.6% |
| 1Y | +164.3% | -21.5% | +185.8% | +203.8% |
| All | +164.3% | -25.0% | +189.3% | +203.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling