-90.7%
FCEL vs LTH
+156.3%
-247.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.8% | +20.6% | +19.6% |
| 7D | +4.0% | +1.5% | +2.5% | +2.7% |
| 30D | -13.1% | -3.1% | -10.0% | -12.3% |
| 3M | +14.6% | +28.1% | -13.5% | +0.1% |
| 6M | +133.7% | +67.4% | +66.3% | +76.3% |
| YTD | +143.0% | +59.8% | +83.2% | +87.5% |
| 1Y | +320.9% | +45.6% | +275.3% | +237.9% |
| 3Y | -58.9% | +162.0% | -220.9% | -78.3% |
| All | -90.7% | +156.3% | -247.0% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling