+137.2%
FTNT vs LBRT
-38.0%
+175.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.4% | -8.4% | -3.7% |
| 7D | -12.7% | -29.1% | +16.5% | -9.1% |
| 30D | -37.2% | -38.4% | +1.2% | -33.7% |
| 3M | -25.8% | -40.1% | +14.3% | -21.6% |
| 6M | +32.1% | -62.9% | +95.0% | +46.5% |
| YTD | +49.7% | -34.5% | +84.2% | +52.7% |
| 1Y | +47.6% | -30.2% | +77.8% | +48.9% |
| 3Y | +137.2% | -37.5% | +174.7% | +130.6% |
| All | +137.2% | -38.0% | +175.2% | +130.6% |
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