+96.9%
FTNT vs LBRT
+119.0%
-22.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -0.3% |
| 7D | +1.7% | +10.2% | -8.4% | +1.2% |
| 30D | -4.3% | +4.9% | -9.1% | -4.7% |
| 3M | +13.6% | -21.2% | +34.8% | +14.2% |
| 6M | +87.6% | -19.9% | +107.5% | +87.8% |
| YTD | +98.0% | +20.8% | +77.2% | +92.9% |
| 1Y | +96.9% | +123.5% | -26.6% | +87.9% |
| All | +96.9% | +119.0% | -22.0% | +87.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling