+10.4%
LVS vs FCEL
-90.7%
+101.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.2% | -1.0% |
| 7D | -2.7% | +15.1% | -17.8% | -3.7% |
| 30D | -4.7% | -16.4% | +11.8% | -4.0% |
| 3M | -15.6% | -5.3% | -10.3% | -17.3% |
| 6M | -18.6% | +124.5% | -143.2% | -28.0% |
| YTD | -32.3% | +126.7% | -158.9% | -40.6% |
| 1Y | -18.0% | +219.9% | -237.9% | -32.4% |
| 3Y | -5.8% | -61.6% | +55.8% | -9.8% |
| All | +10.4% | -90.7% | +101.1% | +24.0% |
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