+36.0%
FCEL vs LTH
+85.5%
-49.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -5.2% |
| 7D | -8.3% | +6.4% | -14.7% | -9.5% |
| 30D | -43.0% | +16.7% | -59.7% | -44.8% |
| 3M | -48.2% | +11.7% | -59.8% | -49.3% |
| 6M | -25.0% | +48.5% | -73.5% | -34.8% |
| YTD | +40.6% | +78.4% | -37.8% | +12.5% |
| 1Y | +36.0% | +89.7% | -53.7% | +7.1% |
| All | +36.0% | +85.5% | -49.5% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling