+1,665.6%
FTNT vs LBRT
+33.5%
+1,632.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.2% |
| 7D | -5.8% | +8.3% | -14.1% | -6.7% |
| 30D | -4.8% | +6.1% | -10.9% | -5.5% |
| 3M | +4.4% | -34.8% | +39.2% | +8.8% |
| 6M | +88.8% | -24.8% | +113.6% | +92.9% |
| YTD | +96.8% | +12.2% | +84.6% | +91.2% |
| 1Y | +104.5% | +94.0% | +10.5% | +84.7% |
| 3Y | +156.8% | +31.3% | +125.5% | +137.0% |
| 5Y | +144.1% | +111.8% | +32.2% | +109.4% |
| All | +1,665.6% | +33.5% | +1,632.1% | +1,229.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling