+42.4%
FCEL vs LH
+44.2%
-1.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.9% | -9.9% | -6.4% |
| 7D | -14.9% | +2.1% | -17.0% | -14.9% |
| 30D | -41.7% | +19.2% | -60.8% | -42.9% |
| 3M | -53.2% | +18.0% | -71.2% | -54.3% |
| 6M | -19.0% | +46.1% | -65.1% | -20.7% |
| YTD | +44.2% | +47.7% | -3.5% | +50.4% |
| 1Y | +42.4% | +47.2% | -4.8% | +45.2% |
| All | +42.4% | +44.2% | -1.8% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling