-99.8%
FCEL vs LH
+839.5%
-939.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.4% |
| 7D | -2.8% | +1.1% | -3.9% | -3.1% |
| 30D | -31.6% | +16.7% | -48.4% | -34.5% |
| 3M | -52.4% | +15.1% | -67.5% | -54.4% |
| 6M | -51.4% | +46.3% | -97.7% | -56.5% |
| YTD | +32.4% | +48.8% | -16.3% | +17.9% |
| 1Y | +37.5% | +39.7% | -2.2% | +24.5% |
| 3Y | -69.3% | +87.0% | -156.3% | -74.5% |
| 5Y | -97.1% | +53.0% | -150.1% | -97.5% |
| 10Y | -99.1% | +264.3% | -363.5% | -99.4% |
| All | -99.8% | +839.5% | -939.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling