-69.3%
FCEL vs LII
-8.2%
-61.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -6.2% |
| 7D | -2.8% | +2.9% | -5.8% | -4.3% |
| 30D | -31.6% | +0.9% | -32.6% | -33.0% |
| 3M | -52.4% | -15.5% | -36.9% | -48.0% |
| 6M | -51.4% | -30.2% | -21.2% | -41.1% |
| YTD | +32.4% | -26.8% | +59.3% | +52.1% |
| 1Y | +37.5% | -25.3% | +62.8% | +56.3% |
| 3Y | -69.3% | -7.8% | -61.5% | -76.5% |
| All | -69.3% | -8.2% | -61.1% | -76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling