+3,068.2%
LITE vs FCEL
-99.7%
+3,167.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.5% | -5.8% | +4.6% |
| 7D | -35.9% | -11.3% | -24.7% | -35.1% |
| 30D | -51.5% | -45.8% | -5.7% | -48.7% |
| 3M | -35.7% | -51.0% | +15.3% | -31.6% |
| 6M | -43.0% | -22.3% | -20.7% | -42.1% |
| YTD | +46.1% | +36.2% | +9.9% | +41.1% |
| 1Y | +124.7% | +29.0% | +95.8% | +117.0% |
| 3Y | +1,172.1% | -70.9% | +1,243.0% | +1,180.5% |
| 5Y | +477.0% | -96.3% | +573.3% | +531.0% |
| 10Y | +1,465.7% | -99.1% | +1,564.7% | +1,652.0% |
| All | +3,068.2% | -99.7% | +3,167.9% | +3,428.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling