-99.8%
FCEL vs LNT
+1,864.5%
-1,964.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +1.9% |
| 7D | -15.8% | -0.1% | -15.7% | -15.7% |
| 30D | -29.3% | -3.2% | -26.1% | -27.8% |
| 3M | -30.1% | -4.1% | -26.1% | -29.3% |
| 6M | +74.4% | -4.6% | +79.0% | +76.3% |
| YTD | +104.5% | +7.0% | +97.5% | +92.2% |
| 1Y | +281.4% | +8.3% | +273.1% | +256.3% |
| 3Y | -66.1% | +51.0% | -117.1% | -74.8% |
| 5Y | -91.9% | +30.2% | -122.0% | -93.5% |
| 10Y | -99.2% | +143.6% | -242.8% | -99.6% |
| All | -99.8% | +1,864.5% | -1,964.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling