-99.7%
FCEL vs LPLA
+1,311.2%
-1,411.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | -15.8% | -3.1% | -12.8% | -14.6% |
| 30D | -29.3% | -0.1% | -29.2% | -29.2% |
| 3M | -30.1% | +23.2% | -53.4% | -37.3% |
| 6M | +74.4% | +15.5% | +58.9% | +59.4% |
| YTD | +104.5% | +0.9% | +103.6% | +99.2% |
| 1Y | +281.4% | +0.2% | +281.2% | +271.9% |
| 3Y | -66.1% | +55.2% | -121.3% | -74.8% |
| 5Y | -91.9% | +145.4% | -237.3% | -95.4% |
| 10Y | -99.2% | +1,229.7% | -1,328.9% | -99.8% |
| All | -99.7% | +1,311.2% | -1,411.0% | -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