-90.6%
FCEL vs LUMN
-37.8%
-52.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.5% |
| 7D | +6.3% | +2.5% | +3.8% | +5.7% |
| 30D | -26.7% | +10.3% | -37.0% | -28.4% |
| 3M | -10.2% | -18.3% | +8.1% | -6.9% |
| 6M | +123.5% | +4.4% | +119.1% | +122.4% |
| YTD | +117.4% | -10.7% | +128.1% | +120.5% |
| 1Y | +146.0% | +14.0% | +132.0% | +136.8% |
| 3Y | -61.9% | +406.6% | -468.5% | -80.0% |
| All | -90.6% | -37.8% | -52.7% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling