-99.1%
FCEL vs LII
+167.7%
-266.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.4% | +20.2% | +19.8% |
| 7D | +4.0% | +2.1% | +1.9% | +2.3% |
| 30D | -13.1% | -12.4% | -0.7% | -4.6% |
| 3M | +14.6% | -24.8% | +39.4% | +38.0% |
| 6M | +133.7% | -25.2% | +158.9% | +179.4% |
| YTD | +143.0% | -20.3% | +163.2% | +173.2% |
| 1Y | +320.9% | -32.9% | +353.8% | +437.0% |
| 3Y | -58.9% | +2.0% | -60.9% | -63.9% |
| 5Y | -89.7% | +24.4% | -114.1% | -92.4% |
| 10Y | -99.1% | +167.2% | -266.3% | -99.6% |
| All | -99.1% | +167.7% | -266.8% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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