-65.2%
FCEL vs LPLA
+33.3%
-98.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.2% | +8.8% | +6.9% |
| 7D | +3.9% | -3.2% | +7.1% | +4.6% |
| 30D | -33.1% | -8.6% | -24.5% | -32.1% |
| 3M | -43.0% | -18.7% | -24.3% | -40.7% |
| 6M | -31.3% | +4.5% | -35.9% | -33.0% |
| YTD | +49.8% | -15.3% | +65.1% | +53.9% |
| 1Y | +48.2% | -19.9% | +68.1% | +54.2% |
| All | -65.2% | +33.3% | -98.5% | -59.3% |
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