-99.1%
FCEL vs LPLA
+1,235.7%
-1,334.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.6% |
| 7D | +15.1% | -1.5% | +16.6% | +15.7% |
| 30D | -16.4% | -6.0% | -10.5% | -14.1% |
| 3M | -5.3% | +21.4% | -26.6% | -15.1% |
| 6M | +124.5% | +12.1% | +112.4% | +107.2% |
| YTD | +126.7% | -1.8% | +128.5% | +123.2% |
| 1Y | +219.9% | +3.2% | +216.7% | +207.6% |
| 3Y | -61.6% | +45.9% | -107.6% | -71.0% |
| 5Y | -90.5% | +144.7% | -235.2% | -95.0% |
| All | -99.1% | +1,235.7% | -1,334.8% | -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