-99.8%
FCEL vs LH
+729.0%
-828.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.3% |
| 7D | -15.8% | -2.5% | -13.4% | -15.3% |
| 30D | -29.3% | +4.3% | -33.6% | -30.2% |
| 3M | -30.1% | +25.5% | -55.7% | -34.6% |
| 6M | +74.4% | +17.0% | +57.5% | +66.4% |
| YTD | +104.5% | +31.3% | +73.3% | +88.8% |
| 1Y | +281.4% | +20.0% | +261.4% | +259.6% |
| 3Y | -66.1% | +63.9% | -130.0% | -70.7% |
| 5Y | -91.9% | +30.9% | -122.7% | -92.5% |
| 10Y | -99.2% | +191.4% | -290.6% | -99.4% |
| All | -99.8% | +729.0% | -828.8% | -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