-67.5%
FCEL vs LEN
-25.9%
-41.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.2% | -3.2% | -5.3% |
| 7D | +14.8% | -8.7% | +23.5% | +18.5% |
| 30D | -33.9% | +11.6% | -45.4% | -37.8% |
| 3M | -52.7% | -1.3% | -51.4% | -53.5% |
| 6M | -40.0% | -1.4% | -38.6% | -41.1% |
| YTD | +40.2% | -16.9% | +57.1% | +45.0% |
| 1Y | +32.9% | -31.2% | +64.1% | +52.2% |
| All | -67.5% | -25.9% | -41.6% | -76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling