-99.2%
FCEL vs LPLA
+1,226.8%
-1,325.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.6% |
| 7D | +6.3% | -3.7% | +9.9% | +8.0% |
| 30D | -18.8% | -6.4% | -12.4% | -16.3% |
| 3M | -3.8% | +20.2% | -24.0% | -13.4% |
| 6M | +121.1% | +12.8% | +108.3% | +103.4% |
| YTD | +113.3% | -2.5% | +115.8% | +110.7% |
| 1Y | +173.5% | +1.9% | +171.6% | +164.5% |
| 3Y | -63.9% | +45.0% | -108.9% | -72.6% |
| 5Y | -90.7% | +146.6% | -237.3% | -95.1% |
| All | -99.2% | +1,226.8% | -1,325.9% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LPLA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling