-91.7%
FCEL vs LBRT
+115.1%
-206.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.3% |
| 7D | -15.8% | +8.7% | -24.6% | -18.7% |
| 30D | -29.3% | +6.6% | -35.9% | -31.0% |
| 3M | -30.1% | -34.5% | +4.3% | -18.7% |
| 6M | +74.4% | -24.5% | +98.9% | +91.6% |
| YTD | +104.5% | +12.7% | +91.8% | +90.0% |
| 1Y | +281.4% | +94.8% | +186.5% | +174.8% |
| 3Y | -66.1% | +31.9% | -98.0% | -72.6% |
| All | -91.7% | +115.1% | -206.8% | -94.7% |
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