-99.9%
FCEL vs LII
+3,124.4%
-3,224.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.8% | +1.2% |
| 7D | -15.8% | -0.7% | -15.1% | -15.4% |
| 30D | -29.3% | -12.6% | -16.7% | -23.6% |
| 3M | -30.1% | -24.4% | -5.7% | -18.8% |
| 6M | +74.4% | -28.7% | +103.1% | +108.3% |
| YTD | +104.5% | -19.1% | +123.7% | +124.9% |
| 1Y | +281.4% | -29.7% | +311.1% | +353.2% |
| 3Y | -66.1% | +4.8% | -70.9% | -68.4% |
| 5Y | -91.9% | +24.6% | -116.4% | -93.0% |
| 10Y | -99.2% | +169.2% | -268.4% | -99.6% |
| All | -99.9% | +3,124.4% | -3,224.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling