+1,402.3%
LITE vs FCEL
-99.1%
+1,501.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.5% | -5.9% | +4.6% |
| 7D | -35.9% | -11.2% | -24.7% | -35.0% |
| 30D | -51.5% | -45.8% | -5.7% | -48.6% |
| 3M | -35.7% | -51.0% | +15.3% | -31.4% |
| 6M | -43.0% | -22.2% | -20.7% | -42.1% |
| YTD | +46.1% | +36.3% | +9.9% | +40.9% |
| 1Y | +124.7% | +29.0% | +95.7% | +116.6% |
| 3Y | +1,172.1% | -70.9% | +1,242.9% | +1,180.7% |
| 5Y | +477.0% | -96.3% | +573.3% | +534.0% |
| All | +1,402.3% | -99.1% | +1,501.4% | +1,929.4% |
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