-99.1%
FCEL vs LNT
+148.3%
-247.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.3% | -1.0% | +7.3% | +6.9% |
| 30D | -26.7% | -4.2% | -22.4% | -25.3% |
| 3M | -10.2% | -6.7% | -3.5% | -8.3% |
| 6M | +123.5% | -3.6% | +127.1% | +123.8% |
| YTD | +117.4% | +5.9% | +111.5% | +108.6% |
| 1Y | +146.0% | +7.3% | +138.7% | +135.1% |
| 3Y | -61.9% | +46.5% | -108.4% | -69.0% |
| 5Y | -90.5% | +32.5% | -123.0% | -92.0% |
| All | -99.1% | +148.3% | -247.5% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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