+7.7%
FSLY vs LBRT
-28.0%
+35.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.3% | +3.0% | +5.2% |
| 7D | -17.9% | -1.9% | -16.0% | -16.6% |
| 30D | -34.7% | -32.0% | -2.7% | -25.8% |
| 3M | -40.0% | -39.7% | -0.4% | -29.8% |
| 6M | -11.8% | -61.1% | +49.2% | +15.3% |
| YTD | +69.5% | -29.4% | +98.9% | +88.9% |
| 1Y | +44.0% | -24.5% | +68.4% | +57.3% |
| All | +7.7% | -28.0% | +35.7% | +16.6% |
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