-99.8%
FCEL vs LEN
+4,445.7%
-4,545.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | -15.8% | -3.2% | -12.6% | -14.8% |
| 30D | -29.3% | -4.9% | -24.4% | -28.2% |
| 3M | -30.1% | -8.5% | -21.6% | -28.0% |
| 6M | +74.4% | -20.7% | +95.1% | +89.7% |
| YTD | +104.5% | -17.4% | +121.9% | +116.4% |
| 1Y | +281.4% | -38.2% | +319.6% | +348.8% |
| 3Y | -66.1% | -24.9% | -41.2% | -63.0% |
| 5Y | -91.9% | -11.4% | -80.4% | -91.5% |
| 10Y | -99.2% | +110.0% | -209.2% | -99.4% |
| All | -99.8% | +4,445.7% | -4,545.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling