-33.9%
FSLY vs LBRT
-19.9%
-14.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.4% | -2.3% | +2.0% |
| 7D | -31.4% | -29.1% | -2.3% | -26.3% |
| 30D | -37.3% | -38.4% | +1.1% | -30.9% |
| 3M | -30.1% | -40.1% | +9.9% | -22.6% |
| 6M | -49.8% | -62.9% | +13.1% | -39.8% |
| YTD | +55.7% | -34.5% | +90.2% | +68.9% |
| 1Y | +44.5% | -30.2% | +74.7% | +54.9% |
| 3Y | -4.3% | -37.5% | +33.1% | +0.1% |
| 5Y | -68.2% | +7.6% | -75.8% | -69.3% |
| All | -33.9% | -19.9% | -14.1% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling