+152.9%
FTNT vs LBRT
-27.1%
+180.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | +7.1% | +9.2% | -2.1% | +5.9% |
| 30D | -30.9% | -27.5% | -3.4% | -28.4% |
| 3M | -23.1% | -37.9% | +14.8% | -19.2% |
| 6M | +8.1% | -60.7% | +68.8% | +19.0% |
| YTD | +60.2% | -28.5% | +88.7% | +61.7% |
| 1Y | +57.0% | -13.2% | +70.2% | +53.9% |
| 3Y | +152.9% | -28.8% | +181.7% | +141.5% |
| All | +152.9% | -27.1% | +180.0% | +141.5% |
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 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