-11.1%
LHX vs FCEL
+180.7%
-191.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.1% | -1.1% |
| 7D | -4.3% | +6.3% | -10.5% | -4.3% |
| 30D | -15.1% | -26.7% | +11.5% | -15.0% |
| 3M | -21.0% | -10.2% | -10.8% | -21.5% |
| 6M | -32.0% | +123.5% | -155.5% | -36.0% |
| YTD | -15.3% | +117.4% | -132.7% | -20.2% |
| 1Y | -11.1% | +146.0% | -157.0% | -13.9% |
| All | -11.1% | +180.7% | -191.8% | -13.9% |
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