+5.2%
FCEL vs LUMN
-62.6%
+67.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -11.0% | -4.3% | -10.2% |
| 7D | -26.7% | -16.9% | -9.8% | -19.9% |
| 30D | -56.8% | -32.7% | -24.1% | -48.3% |
| 3M | -57.8% | -34.5% | -23.2% | -49.8% |
| 6M | -34.1% | -56.9% | +22.8% | -6.6% |
| YTD | +22.2% | -48.8% | +70.9% | +60.2% |
| 1Y | +5.2% | -63.4% | +68.5% | +38.1% |
| All | +5.2% | -62.6% | +67.8% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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