-4.5%
LHX vs FCEL
+269.1%
-273.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.2% |
| 7D | -2.4% | -15.8% | +13.4% | -2.3% |
| 30D | -10.4% | -29.3% | +18.9% | -10.2% |
| 3M | -16.9% | -30.1% | +13.3% | -17.1% |
| 6M | -29.9% | +74.4% | -104.4% | -33.1% |
| YTD | -12.0% | +104.5% | -116.5% | -16.8% |
| 1Y | -4.5% | +281.4% | -285.9% | -3.9% |
| All | -4.5% | +269.1% | -273.7% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 1y: compounded portfolio wealth divided by compounded FCEL 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…
1y analysis · Full analysis span regression · 6 months rolling