+562.5%
LITE vs FCEL
-97.2%
+659.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.6% | +1.1% | -3.4% |
| 7D | +10.8% | -2.8% | +13.6% | +11.6% |
| 30D | -33.4% | -31.6% | -1.8% | -28.0% |
| 3M | -32.2% | -52.4% | +20.2% | -22.6% |
| 6M | -42.1% | -51.4% | +9.3% | -36.1% |
| YTD | +61.9% | +32.4% | +29.4% | +50.3% |
| 1Y | +163.0% | +37.5% | +125.5% | +140.4% |
| 3Y | +1,358.0% | -69.3% | +1,427.3% | +1,420.6% |
| All | +562.5% | -97.2% | +659.6% | +815.7% |
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 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