-99.8%
FCEL vs LPLA
+1,049.8%
-1,149.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.6% | -5.6% |
| 7D | -2.8% | -0.9% | -1.9% | -2.4% |
| 30D | -31.6% | -9.5% | -22.1% | -29.3% |
| 3M | -52.4% | -21.9% | -30.5% | -47.6% |
| 6M | -51.4% | -2.6% | -48.8% | -52.4% |
| YTD | +32.4% | -17.8% | +50.2% | +39.4% |
| 1Y | +37.5% | -21.2% | +58.7% | +47.6% |
| 3Y | -69.3% | +30.6% | -99.9% | -75.7% |
| 5Y | -97.1% | +81.3% | -178.5% | -98.2% |
| 10Y | -99.1% | +773.9% | -873.1% | -99.7% |
| All | -99.8% | +1,049.8% | -1,149.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling