-58.9%
FCEL vs LPLA
+50.5%
-109.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.5% | +21.3% | +19.4% |
| 7D | +4.0% | -2.1% | +6.1% | +4.4% |
| 30D | -13.1% | -3.3% | -9.7% | -12.4% |
| 3M | +14.6% | +23.5% | -9.0% | +7.4% |
| 6M | +133.7% | +12.0% | +121.7% | +124.5% |
| YTD | +143.0% | -1.7% | +144.6% | +142.8% |
| 1Y | +320.9% | +3.2% | +317.6% | +317.2% |
| 3Y | -58.9% | +46.2% | -105.1% | -57.1% |
| All | -58.9% | +50.5% | -109.4% | -57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling