+77.1%
LNG vs FCEL
-63.4%
+140.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.9% | +6.6% | +0.7% |
| 7D | -4.5% | +6.3% | -10.7% | -4.4% |
| 30D | +4.7% | -18.8% | +23.5% | +4.7% |
| 3M | +15.1% | -3.8% | +19.0% | +14.8% |
| 6M | +13.6% | +121.1% | -107.6% | +12.9% |
| YTD | +44.0% | +113.3% | -69.3% | +43.2% |
| 1Y | +18.4% | +173.5% | -155.1% | +17.9% |
| All | +77.1% | -63.4% | +140.5% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling