-99.0%
FCEL vs LDOS
+262.7%
-361.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.3% | +6.3% | +7.6% |
| 7D | +3.0% | -5.8% | +8.9% | +5.5% |
| 30D | -40.0% | +11.6% | -51.6% | -43.6% |
| 3M | -47.0% | -1.0% | -46.0% | -47.6% |
| 6M | -21.0% | +5.1% | -26.1% | -25.4% |
| YTD | +48.0% | -24.0% | +72.1% | +64.4% |
| 1Y | +43.9% | -30.3% | +74.2% | +67.8% |
| 3Y | -67.5% | +37.0% | -104.5% | -77.9% |
| 5Y | -96.7% | +53.4% | -150.0% | -98.0% |
| 10Y | -99.0% | +252.0% | -351.0% | -99.5% |
| All | -99.0% | +262.7% | -361.7% | -99.5% |
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