-97.9%
FCEL vs LBRT
+33.5%
-131.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | -15.8% | +8.3% | -24.1% | -18.0% |
| 30D | -29.3% | +6.1% | -35.4% | -30.6% |
| 3M | -30.1% | -34.8% | +4.6% | -20.8% |
| 6M | +74.4% | -24.8% | +99.3% | +88.8% |
| YTD | +104.5% | +12.2% | +92.3% | +93.4% |
| 1Y | +281.4% | +94.0% | +187.4% | +195.4% |
| 3Y | -66.1% | +31.3% | -97.4% | -71.2% |
| 5Y | -91.9% | +111.8% | -203.7% | -94.2% |
| All | -97.9% | +33.5% | -131.4% | -98.7% |
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 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