+148.8%
FTNT vs LBRT
+115.1%
+33.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -5.8% | +8.7% | -14.6% | -6.9% |
| 30D | -4.8% | +6.6% | -11.4% | -5.7% |
| 3M | +4.4% | -34.5% | +38.9% | +9.4% |
| 6M | +88.8% | -24.5% | +113.3% | +93.2% |
| YTD | +96.8% | +12.7% | +84.1% | +89.5% |
| 1Y | +104.5% | +94.8% | +9.6% | +79.7% |
| 3Y | +156.8% | +31.9% | +124.9% | +130.3% |
| All | +148.8% | +115.1% | +33.7% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling