+124.7%
LITE vs FCEL
+18.3%
+106.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.5% | -5.9% | +2.5% |
| 7D | -35.9% | -11.2% | -24.7% | -33.4% |
| 30D | -51.5% | -45.8% | -5.7% | -43.2% |
| 3M | -35.7% | -51.0% | +15.3% | -23.9% |
| 6M | -43.0% | -22.2% | -20.7% | -37.6% |
| YTD | +46.1% | +36.3% | +9.9% | +48.8% |
| 1Y | +124.7% | +29.0% | +95.7% | +121.2% |
| All | +124.7% | +18.3% | +106.4% | +121.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling