-9.3%
LHX vs FCEL
+32.6%
-41.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.0% | -0.5% | -6.4% |
| 7D | -0.3% | -14.9% | +14.5% | -0.3% |
| 30D | +9.7% | -41.7% | +51.3% | +9.8% |
| 3M | -8.5% | -53.2% | +44.6% | -8.4% |
| 6M | -15.1% | -19.0% | +4.0% | -17.5% |
| YTD | -10.4% | +44.2% | -54.6% | -17.3% |
| 1Y | -9.3% | +42.4% | -51.7% | -17.0% |
| All | -9.3% | +32.6% | -41.9% | -17.0% |
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