-90.5%
FCEL vs LEN
-10.6%
-79.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.2% | -7.0% |
| 7D | +15.1% | -3.4% | +18.4% | +17.2% |
| 30D | -16.4% | -5.7% | -10.8% | -14.2% |
| 3M | -5.3% | -12.2% | +7.0% | +1.4% |
| 6M | +124.5% | -18.3% | +142.8% | +151.3% |
| YTD | +126.7% | -20.2% | +146.9% | +151.1% |
| 1Y | +219.9% | -40.1% | +259.9% | +336.6% |
| 3Y | -61.6% | -26.2% | -35.5% | -59.3% |
| 5Y | -90.5% | -9.8% | -80.7% | -92.9% |
| All | -90.5% | -10.6% | -79.9% | -92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling