-97.0%
FCEL vs LEN
-12.2%
-84.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.2% | -3.2% | -4.5% |
| 7D | +14.8% | -8.7% | +23.5% | +21.3% |
| 30D | -33.9% | +11.6% | -45.4% | -40.2% |
| 3M | -52.7% | -1.3% | -51.4% | -54.2% |
| 6M | -40.0% | -1.4% | -38.6% | -42.4% |
| YTD | +40.2% | -16.9% | +57.1% | +46.2% |
| 1Y | +32.9% | -31.2% | +64.1% | +58.6% |
| 3Y | -66.8% | -25.6% | -41.2% | -65.6% |
| 5Y | -97.0% | -13.3% | -83.7% | -97.9% |
| All | -97.0% | -12.2% | -84.7% | -97.9% |
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