-65.4%
FCEL vs LDOS
+39.7%
-105.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | -15.8% | -5.4% | -10.4% | -15.7% |
| 30D | -29.3% | +4.9% | -34.2% | -29.1% |
| 3M | -30.1% | +7.2% | -37.3% | -29.7% |
| 6M | +74.4% | -24.2% | +98.7% | +81.4% |
| YTD | +104.5% | -25.8% | +130.3% | +112.9% |
| 1Y | +281.4% | -24.7% | +306.1% | +297.8% |
| All | -65.4% | +39.7% | -105.1% | -76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling