+222.0%
LHX vs FCEL
-99.1%
+321.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.1% | -1.2% |
| 7D | -4.3% | +6.3% | -10.5% | -4.4% |
| 30D | -15.1% | -26.7% | +11.5% | -14.7% |
| 3M | -21.0% | -10.2% | -10.8% | -21.4% |
| 6M | -32.0% | +123.5% | -155.5% | -34.4% |
| YTD | -15.3% | +117.4% | -132.7% | -18.4% |
| 1Y | -11.1% | +146.0% | -157.0% | -14.9% |
| 3Y | +54.0% | -61.9% | +115.9% | +51.1% |
| 5Y | +17.1% | -90.5% | +107.6% | +17.1% |
| All | +222.0% | -99.1% | +321.2% | +228.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling