-34.1%
FCEL vs LDOS
-10.3%
-23.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +0.1% | -15.4% | -15.2% |
| 7D | -26.7% | -3.7% | -23.0% | -27.8% |
| 30D | -56.8% | +16.4% | -73.1% | -53.9% |
| 3M | -57.8% | +7.4% | -65.2% | -55.1% |
| 6M | -34.1% | -0.3% | -33.8% | -41.4% |
| All | -34.1% | -10.3% | -23.8% | -41.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling