+45.6%
FCEL vs LEN
-30.4%
+76.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.2% | -3.2% | -6.6% |
| 7D | +14.8% | -8.7% | +23.5% | +14.1% |
| 30D | -33.9% | +11.6% | -45.4% | -34.1% |
| 3M | -52.7% | -1.3% | -51.4% | -52.7% |
| 6M | -40.0% | -1.4% | -38.6% | -39.5% |
| YTD | +40.2% | -16.9% | +57.1% | +36.2% |
| All | +45.6% | -30.4% | +76.0% | +39.2% |
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