-4.3%
FSLY vs LBRT
-38.0%
+33.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.4% | -2.3% | +1.3% |
| 7D | -31.4% | -29.1% | -2.3% | -22.9% |
| 30D | -37.3% | -38.4% | +1.1% | -26.5% |
| 3M | -30.1% | -40.1% | +9.9% | -17.5% |
| 6M | -49.8% | -62.9% | +13.1% | -33.0% |
| YTD | +55.7% | -34.5% | +90.2% | +78.1% |
| 1Y | +44.5% | -30.2% | +74.7% | +62.2% |
| 3Y | -4.3% | -37.5% | +33.1% | +6.8% |
| All | -4.3% | -38.0% | +33.6% | +6.8% |
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 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