+610.9%
LITE vs FCEL
-96.5%
+707.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.5% | +4.2% | +9.4% |
| 7D | +3.4% | +3.9% | -0.5% | +3.1% |
| 30D | -34.9% | -33.1% | -1.8% | -29.4% |
| 3M | -21.0% | -43.0% | +21.9% | -12.6% |
| 6M | -38.5% | -31.3% | -7.2% | -35.9% |
| YTD | +75.8% | +49.8% | +26.0% | +59.4% |
| 1Y | +156.7% | +48.2% | +108.5% | +130.9% |
| 3Y | +1,498.6% | -64.6% | +1,563.1% | +1,521.5% |
| 5Y | +610.9% | -96.7% | +707.6% | +896.2% |
| All | +610.9% | -96.5% | +707.4% | +896.2% |
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 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