-99.1%
FCEL vs LPLA
+757.5%
-856.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.4% | -5.0% |
| 7D | +14.8% | -2.8% | +17.5% | +16.2% |
| 30D | -33.9% | -10.2% | -23.7% | -31.3% |
| 3M | -52.7% | -22.3% | -30.4% | -47.5% |
| 6M | -40.0% | -0.5% | -39.6% | -41.9% |
| YTD | +40.2% | -17.9% | +58.1% | +48.0% |
| 1Y | +32.9% | -22.0% | +55.0% | +44.1% |
| 3Y | -66.8% | +29.4% | -96.2% | -74.3% |
| 5Y | -97.0% | +81.2% | -178.2% | -98.2% |
| All | -99.1% | +757.5% | -856.6% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling