-94.6%
FCEL vs LTH
+186.2%
-280.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -5.5% |
| 7D | -8.3% | +6.4% | -14.7% | -11.3% |
| 30D | -43.0% | +16.7% | -59.7% | -47.3% |
| 3M | -48.2% | +11.7% | -59.8% | -51.4% |
| 6M | -25.0% | +48.5% | -73.5% | -39.0% |
| YTD | +40.6% | +78.4% | -37.8% | +2.4% |
| 1Y | +36.0% | +89.7% | -53.7% | -4.0% |
| 3Y | -66.7% | +245.6% | -312.4% | -84.8% |
| 5Y | -96.7% | +142.7% | -239.3% | -98.3% |
| All | -94.6% | +186.2% | -280.8% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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