-33.4%
FSLY vs LBRT
-13.4%
-20.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.1% | -7.3% | -0.8% |
| 7D | -22.4% | -11.9% | -10.5% | -20.2% |
| 30D | -45.5% | -31.9% | -13.5% | -41.0% |
| 3M | -30.4% | -34.9% | +4.5% | -24.2% |
| 6M | -22.1% | -60.7% | +38.6% | -8.1% |
| YTD | +57.0% | -29.2% | +86.2% | +67.6% |
| 1Y | +38.2% | -23.6% | +61.9% | +45.6% |
| 3Y | -2.5% | -26.8% | +24.3% | -0.6% |
| 5Y | -68.8% | +16.3% | -85.2% | -70.4% |
| All | -33.4% | -13.4% | -20.0% | -36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling