+490.8%
LITE vs FCEL
-96.5%
+587.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.5% | -5.9% | +3.5% |
| 7D | -35.9% | -11.2% | -24.7% | -34.1% |
| 30D | -51.5% | -45.8% | -5.7% | -45.4% |
| 3M | -35.7% | -51.0% | +15.3% | -27.0% |
| 6M | -43.0% | -22.2% | -20.7% | -41.5% |
| YTD | +46.1% | +36.3% | +9.9% | +34.7% |
| 1Y | +124.7% | +29.0% | +95.7% | +106.9% |
| 3Y | +1,172.1% | -70.9% | +1,242.9% | +1,237.7% |
| All | +490.8% | -96.5% | +587.3% | +726.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling