+75.2%
LMT vs FCEL
-91.3%
+166.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +7.0% | +1.1% |
| 7D | -0.5% | +6.3% | -6.8% | -0.6% |
| 30D | -10.8% | -18.8% | +8.0% | -10.7% |
| 3M | +1.6% | -3.8% | +5.4% | +1.5% |
| 6M | -17.6% | +121.1% | -138.7% | -18.1% |
| YTD | +11.6% | +113.3% | -101.7% | +10.8% |
| 1Y | +17.2% | +173.5% | -156.3% | +16.4% |
| 3Y | +35.7% | -63.9% | +99.6% | +37.7% |
| 5Y | +75.2% | -90.7% | +165.9% | +79.0% |
| All | +75.2% | -91.3% | +166.5% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling