-97.0%
FCEL vs LH
+54.7%
-151.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.2% |
| 7D | -2.8% | +1.1% | -3.9% | -3.4% |
| 30D | -31.6% | +16.7% | -48.4% | -38.1% |
| 3M | -52.4% | +15.1% | -67.5% | -56.8% |
| 6M | -51.4% | +46.3% | -97.7% | -62.6% |
| YTD | +32.4% | +48.8% | -16.3% | +0.1% |
| 1Y | +37.5% | +39.7% | -2.2% | +8.4% |
| 3Y | -69.3% | +87.0% | -156.3% | -81.9% |
| All | -97.0% | +54.7% | -151.7% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling