-70.9%
FCEL vs LBRT
-38.0%
-32.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +5.4% | +6.2% | +9.1% |
| 7D | -11.2% | -29.1% | +17.9% | +3.2% |
| 30D | -45.8% | -38.4% | -7.4% | -33.0% |
| 3M | -51.0% | -40.1% | -10.9% | -38.5% |
| 6M | -22.2% | -62.9% | +40.6% | +15.5% |
| YTD | +36.3% | -34.5% | +70.8% | +62.3% |
| 1Y | +29.0% | -30.2% | +59.2% | +49.4% |
| 3Y | -70.9% | -37.5% | -33.4% | -64.5% |
| All | -70.9% | -38.0% | -32.9% | -64.5% |
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