+1,347.1%
FTNT vs LBRT
-16.4%
+1,363.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +3.3% |
| 7D | -1.0% | -1.9% | +0.9% | -0.9% |
| 30D | -33.6% | -32.0% | -1.6% | -30.8% |
| 3M | -20.9% | -39.7% | +18.8% | -16.7% |
| 6M | +11.0% | -61.1% | +72.0% | +21.9% |
| YTD | +61.3% | -29.4% | +90.7% | +64.3% |
| 1Y | +53.1% | -24.5% | +77.6% | +54.5% |
| 3Y | +152.1% | -28.1% | +180.2% | +148.0% |
| 5Y | +90.1% | +23.9% | +66.2% | +73.1% |
| All | +1,347.1% | -16.4% | +1,363.5% | +1,042.8% |
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 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