+1,678.9%
FTNT vs LBRT
+38.7%
+1,640.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.2% | +0.3% |
| 7D | -2.7% | +6.9% | -9.6% | -3.4% |
| 30D | -1.4% | +7.8% | -9.2% | -2.3% |
| 3M | +10.1% | -25.3% | +35.3% | +13.0% |
| 6M | +88.2% | -19.6% | +107.8% | +90.8% |
| YTD | +98.3% | +17.2% | +81.1% | +91.7% |
| 1Y | +96.0% | +114.1% | -18.1% | +75.0% |
| 3Y | +145.8% | +27.0% | +118.8% | +127.7% |
| 5Y | +154.6% | +128.3% | +26.3% | +116.8% |
| All | +1,678.9% | +38.7% | +1,640.2% | +1,233.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling