-98.7%
FCEL vs LBRT
-15.3%
-83.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.6% | -5.9% |
| 7D | -2.8% | +9.2% | -12.0% | -5.6% |
| 30D | -31.6% | -27.5% | -4.1% | -23.4% |
| 3M | -52.4% | -37.9% | -14.5% | -43.6% |
| 6M | -51.4% | -60.7% | +9.3% | -34.2% |
| YTD | +32.4% | -28.5% | +60.9% | +47.0% |
| 1Y | +37.5% | -13.2% | +50.7% | +43.2% |
| 3Y | -69.3% | -28.8% | -40.5% | -67.6% |
| 5Y | -97.1% | +28.0% | -125.1% | -97.6% |
| All | -98.7% | -15.3% | -83.3% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling