+1,580.3%
LLY vs FCEL
-99.1%
+1,679.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.7% | +0.1% |
| 7D | -3.1% | +15.1% | -18.2% | -3.4% |
| 30D | -8.6% | -16.4% | +7.8% | -8.4% |
| 3M | -1.6% | -5.3% | +3.6% | -2.2% |
| 6M | +11.8% | +124.5% | -112.7% | +8.8% |
| YTD | +5.1% | +126.7% | -121.6% | +2.0% |
| 1Y | +50.7% | +219.9% | -169.2% | +44.7% |
| 3Y | +95.7% | -61.6% | +157.3% | +92.5% |
| 5Y | +390.2% | -90.5% | +480.7% | +389.1% |
| 10Y | +1,580.3% | -99.1% | +1,679.4% | +1,601.8% |
| All | +1,580.3% | -99.1% | +1,679.5% | +1,601.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling