-60.3%
FCEL vs LEN
-26.2%
-34.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.2% | -6.9% |
| 7D | +15.1% | -3.4% | +18.4% | +16.5% |
| 30D | -16.4% | -5.7% | -10.8% | -14.9% |
| 3M | -5.3% | -12.2% | +7.0% | -0.4% |
| 6M | +124.5% | -18.3% | +142.8% | +143.9% |
| YTD | +126.7% | -20.2% | +146.9% | +143.5% |
| 1Y | +219.9% | -40.1% | +259.9% | +306.0% |
| All | -60.3% | -26.2% | -34.0% | -64.5% |
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