-70.9%
FCEL vs LSCC
+81.4%
-152.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +7.1% | +4.3% | +7.0% |
| 7D | -11.3% | +13.0% | -24.2% | -17.3% |
| 30D | -45.8% | -19.8% | -26.0% | -37.5% |
| 3M | -51.0% | -18.4% | -32.6% | -44.0% |
| 6M | -22.3% | -16.1% | -6.2% | -8.5% |
| YTD | +36.2% | +42.7% | -6.5% | +21.8% |
| 1Y | +29.0% | +68.0% | -39.1% | +6.9% |
| 3Y | -70.9% | +85.8% | -156.7% | -81.1% |
| All | -70.9% | +81.4% | -152.3% | -81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling