-100.0%
FCEL vs LDOS
+494.7%
-594.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.6% |
| 7D | -15.8% | -5.4% | -10.4% | -12.7% |
| 30D | -29.3% | +4.9% | -34.2% | -31.4% |
| 3M | -30.1% | +7.2% | -37.3% | -34.0% |
| 6M | +74.4% | -24.2% | +98.7% | +100.1% |
| YTD | +104.5% | -25.8% | +130.3% | +135.5% |
| 1Y | +281.4% | -24.7% | +306.1% | +335.7% |
| 3Y | -66.1% | +39.3% | -105.4% | -76.6% |
| 5Y | -91.9% | +43.3% | -135.2% | -94.6% |
| 10Y | -99.2% | +278.6% | -377.8% | -99.7% |
| All | -100.0% | +494.7% | -594.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling