-99.2%
FCEL vs LH
+179.1%
-278.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.4% | -1.5% | -3.1% |
| 7D | +6.3% | -7.4% | +13.7% | +11.6% |
| 30D | -18.8% | -4.6% | -14.2% | -16.7% |
| 3M | -3.8% | +14.5% | -18.3% | -12.5% |
| 6M | +121.1% | +14.8% | +106.3% | +99.9% |
| YTD | +113.3% | +23.3% | +90.0% | +83.8% |
| 1Y | +173.5% | +13.6% | +159.9% | +146.2% |
| 3Y | -63.9% | +56.3% | -120.3% | -74.4% |
| 5Y | -90.7% | +25.2% | -115.9% | -92.4% |
| All | -99.2% | +179.1% | -278.3% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling