+42.4%
FCEL vs LEN
-21.9%
+64.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.1% | -13.1% | -5.4% |
| 7D | -14.9% | +10.5% | -25.3% | -14.4% |
| 30D | -41.7% | +24.6% | -66.3% | -41.6% |
| 3M | -53.2% | +6.6% | -59.8% | -52.8% |
| 6M | -19.0% | +10.6% | -29.7% | -17.8% |
| YTD | +44.2% | -8.3% | +52.5% | +41.0% |
| 1Y | +42.4% | -22.5% | +65.0% | +31.8% |
| All | +42.4% | -21.9% | +64.3% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling