+1,568.0%
LITE vs FCEL
-99.1%
+1,667.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.4% | +2.8% | -3.0% |
| 7D | +22.6% | +14.8% | +7.8% | +21.1% |
| 30D | -36.8% | -33.9% | -2.9% | -34.1% |
| 3M | -33.0% | -52.7% | +19.7% | -28.3% |
| 6M | -37.1% | -40.0% | +3.0% | -34.8% |
| YTD | +69.5% | +40.2% | +29.3% | +63.1% |
| 1Y | +146.1% | +32.9% | +113.2% | +136.8% |
| 3Y | +1,440.8% | -66.8% | +1,507.7% | +1,439.0% |
| 5Y | +580.4% | -97.0% | +677.4% | +654.2% |
| All | +1,568.0% | -99.1% | +1,667.0% | +2,058.1% |
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