-70.9%
FCEL vs LTH
+268.4%
-339.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.3% | +12.9% | +11.9% |
| 7D | -11.2% | +4.5% | -15.7% | -12.5% |
| 30D | -45.8% | +16.3% | -62.1% | -48.2% |
| 3M | -51.0% | +8.4% | -59.4% | -52.4% |
| 6M | -22.2% | +40.3% | -62.5% | -31.1% |
| YTD | +36.3% | +77.3% | -41.0% | +10.9% |
| 1Y | +29.0% | +88.0% | -58.9% | +3.1% |
| 3Y | -70.9% | +274.3% | -345.1% | -85.7% |
| All | -70.9% | +268.4% | -339.3% | -85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling