+182.1%
FSLY vs LBRT
+100.7%
+81.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.8% |
| 7D | -10.6% | +8.3% | -18.9% | -12.6% |
| 30D | -20.9% | +6.1% | -27.0% | -21.7% |
| 3M | +3.4% | -34.8% | +38.2% | +12.9% |
| 6M | +2.7% | -24.8% | +27.6% | +9.2% |
| YTD | +102.3% | +12.2% | +90.0% | +108.0% |
| 1Y | +182.1% | +94.0% | +88.1% | +191.4% |
| All | +182.1% | +100.7% | +81.3% | +191.4% |
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