-65.2%
FCEL vs LSCC
+118.1%
-183.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +10.4% | -3.8% | 0.0% |
| 7D | +3.9% | +14.5% | -10.6% | -3.9% |
| 30D | -33.1% | -0.1% | -33.1% | -32.8% |
| 3M | -43.0% | -2.7% | -40.3% | -41.6% |
| 6M | -31.3% | -4.8% | -26.5% | -25.8% |
| YTD | +49.8% | +66.9% | -17.1% | +20.9% |
| 1Y | +48.2% | +85.8% | -37.7% | +13.7% |
| All | -65.2% | +118.1% | -183.4% | -82.5% |
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