-99.8%
FCEL vs LSCC
+4,208.5%
-4,308.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +7.1% | +4.4% | +8.9% |
| 7D | -11.2% | +13.0% | -24.2% | -14.8% |
| 30D | -45.8% | -19.8% | -26.0% | -40.7% |
| 3M | -51.0% | -18.4% | -32.6% | -46.6% |
| 6M | -22.2% | -16.1% | -6.1% | -13.6% |
| YTD | +36.3% | +42.7% | -6.5% | +23.7% |
| 1Y | +29.0% | +68.0% | -39.0% | +10.7% |
| 3Y | -70.9% | +85.8% | -156.7% | -77.0% |
| 5Y | -96.3% | +28.0% | -124.3% | -96.6% |
| 10Y | -99.1% | +1,255.1% | -1,354.2% | -99.6% |
| All | -99.8% | +4,208.5% | -4,308.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling