-14.2%
FSLY vs LBRT
+26.0%
-40.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.9% |
| 7D | -10.6% | +8.7% | -19.4% | -12.9% |
| 30D | -20.9% | +6.6% | -27.5% | -22.1% |
| 3M | +3.4% | -34.5% | +37.9% | +15.1% |
| 6M | +2.7% | -24.5% | +27.2% | +9.7% |
| YTD | +102.3% | +12.7% | +89.5% | +95.0% |
| 1Y | +182.1% | +94.8% | +87.2% | +130.9% |
| All | -14.2% | +26.0% | -40.2% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling