+431.5%
LIN vs FCEL
-99.1%
+530.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.2% | +0.8% |
| 7D | +2.1% | -2.8% | +4.9% | +2.1% |
| 30D | +6.8% | -31.6% | +38.4% | +7.7% |
| 3M | +10.4% | -52.4% | +62.8% | +12.1% |
| 6M | +3.2% | -51.4% | +54.6% | +3.5% |
| YTD | +24.6% | +32.4% | -7.8% | +20.5% |
| 1Y | +24.4% | +37.5% | -13.1% | +19.9% |
| 3Y | +36.7% | -69.3% | +106.0% | +33.7% |
| 5Y | +67.0% | -97.1% | +164.1% | +72.2% |
| All | +431.5% | -99.1% | +530.6% | +421.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling