-99.1%
FCEL vs LDOS
+226.9%
-326.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.1% | -5.4% |
| 7D | -2.8% | -1.6% | -1.2% | -2.1% |
| 30D | -31.6% | +8.2% | -39.9% | -34.9% |
| 3M | -52.4% | -8.2% | -44.2% | -51.1% |
| 6M | -51.4% | +5.8% | -57.2% | -54.3% |
| YTD | +32.4% | -27.0% | +59.4% | +49.6% |
| 1Y | +37.5% | -31.0% | +68.5% | +60.5% |
| 3Y | -69.3% | +29.3% | -98.6% | -78.4% |
| 5Y | -97.1% | +48.7% | -145.8% | -98.2% |
| All | -99.1% | +226.9% | -326.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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