-70.9%
FCEL vs LDOS
+32.3%
-103.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.3% | +13.8% | +11.3% |
| 7D | -11.2% | -7.2% | -4.0% | -11.8% |
| 30D | -45.8% | +16.8% | -62.6% | -45.2% |
| 3M | -51.0% | -1.6% | -49.4% | -50.7% |
| 6M | -22.2% | -1.0% | -21.3% | -21.0% |
| YTD | +36.3% | -25.8% | +62.0% | +41.0% |
| 1Y | +29.0% | -31.1% | +60.1% | +33.2% |
| 3Y | -70.9% | +32.8% | -103.7% | -81.3% |
| All | -70.9% | +32.3% | -103.1% | -81.3% |
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