+417.5%
LIN vs FCEL
-99.1%
+516.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.5% | -12.7% | -1.4% |
| 7D | +0.2% | -11.2% | +11.4% | +0.4% |
| 30D | +6.5% | -45.8% | +52.2% | +8.0% |
| 3M | +5.5% | -51.0% | +56.5% | +7.0% |
| 6M | +3.3% | -22.2% | +25.6% | +2.2% |
| YTD | +22.0% | +36.3% | -14.2% | +18.0% |
| 1Y | +25.7% | +29.0% | -3.3% | +21.5% |
| 3Y | +36.2% | -70.9% | +107.1% | +33.5% |
| 5Y | +66.1% | -96.3% | +162.4% | +70.0% |
| All | +417.5% | -99.1% | +516.6% | +398.7% |
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