+33.9%
FSLY vs LBRT
-25.2%
+59.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.1% | -7.3% | -3.1% |
| 7D | -22.4% | -11.9% | -10.5% | -17.4% |
| 30D | -45.5% | -31.9% | -13.5% | -35.5% |
| 3M | -30.4% | -34.9% | +4.5% | -16.5% |
| 6M | -22.1% | -60.7% | +38.6% | +10.9% |
| YTD | +57.0% | -29.2% | +86.2% | +82.6% |
| All | +33.9% | -25.2% | +59.1% | +47.0% |
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