-100.0%
FCEL vs LDOS
+509.1%
-609.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +0.1% | -15.4% | -15.3% |
| 7D | -26.7% | -3.7% | -23.0% | -25.5% |
| 30D | -56.8% | +16.4% | -73.1% | -60.9% |
| 3M | -57.8% | +7.4% | -65.2% | -60.4% |
| 6M | -34.1% | -0.3% | -33.8% | -36.7% |
| YTD | +22.2% | -24.0% | +46.2% | +35.9% |
| 1Y | +5.2% | -29.6% | +34.8% | +22.6% |
| 3Y | -76.2% | +35.1% | -111.3% | -83.5% |
| 5Y | -96.7% | +52.9% | -149.6% | -97.9% |
| 10Y | -99.2% | +262.2% | -361.4% | -99.7% |
| All | -100.0% | +509.1% | -609.0% | -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