-99.0%
FCEL vs LSCC
+1,333.6%
-1,432.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.3% | -2.7% | -3.6% |
| 7D | -8.3% | +5.0% | -13.3% | -10.2% |
| 30D | -43.0% | -11.7% | -31.2% | -38.0% |
| 3M | -48.2% | -13.3% | -34.9% | -43.0% |
| 6M | -25.0% | -12.5% | -12.4% | -14.6% |
| YTD | +40.6% | +51.2% | -10.6% | +15.2% |
| 1Y | +36.0% | +65.9% | -29.9% | +5.9% |
| 3Y | -66.7% | +95.3% | -162.1% | -78.7% |
| 5Y | -96.7% | +38.6% | -135.3% | -97.5% |
| 10Y | -99.0% | +1,352.3% | -1,451.4% | -99.6% |
| All | -99.0% | +1,333.6% | -1,432.7% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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