-98.6%
FCEL vs LBRT
-22.5%
-76.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +5.4% | +6.2% | +9.7% |
| 7D | -11.2% | -29.1% | +17.9% | 0.0% |
| 30D | -45.8% | -38.4% | -7.4% | -35.8% |
| 3M | -51.0% | -40.1% | -10.9% | -41.2% |
| 6M | -22.2% | -62.9% | +40.6% | +7.6% |
| YTD | +36.3% | -34.5% | +70.8% | +55.7% |
| 1Y | +29.0% | -30.2% | +59.2% | +44.0% |
| 3Y | -70.9% | -37.5% | -33.4% | -68.0% |
| 5Y | -96.3% | +7.6% | -103.9% | -96.7% |
| All | -98.6% | -22.5% | -76.2% | -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 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