-99.1%
FCEL vs LNT
+186.9%
-286.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.8% |
| 7D | -2.8% | +1.0% | -3.9% | -3.2% |
| 30D | -31.6% | +9.6% | -41.2% | -34.4% |
| 3M | -52.4% | +5.4% | -57.8% | -53.6% |
| 6M | -51.4% | +3.1% | -54.5% | -52.6% |
| YTD | +32.4% | +16.5% | +15.9% | +21.7% |
| 1Y | +37.5% | +12.3% | +25.2% | +28.5% |
| 3Y | -69.3% | +70.3% | -139.6% | -76.7% |
| 5Y | -97.1% | +56.4% | -153.5% | -97.7% |
| All | -99.1% | +186.9% | -286.0% | -99.5% |
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