-65.4%
FCEL vs LBRT
+26.0%
-91.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.3% |
| 7D | -15.8% | +8.7% | -24.6% | -18.5% |
| 30D | -29.3% | +6.6% | -35.9% | -30.9% |
| 3M | -30.1% | -34.5% | +4.3% | -19.3% |
| 6M | +74.4% | -24.5% | +98.9% | +91.0% |
| YTD | +104.5% | +12.7% | +91.8% | +92.4% |
| 1Y | +281.4% | +94.8% | +186.5% | +184.1% |
| All | -65.4% | +26.0% | -91.4% | -67.6% |
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