+9,758.4%
LMT vs FCEL
-99.7%
+9,858.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +18.8% | -16.7% | +1.5% |
| 7D | -1.5% | +4.0% | -5.5% | -1.7% |
| 30D | -8.2% | -13.1% | +4.8% | -8.0% |
| 3M | +3.7% | +14.6% | -10.9% | +2.3% |
| 6M | -19.2% | +133.7% | -152.9% | -22.8% |
| YTD | +12.9% | +143.0% | -130.1% | +7.3% |
| 1Y | +19.8% | +320.9% | -301.1% | +11.2% |
| 3Y | +37.3% | -58.9% | +96.2% | +33.3% |
| 5Y | +74.4% | -89.7% | +164.0% | +73.6% |
| 10Y | +188.9% | -99.1% | +288.0% | +173.8% |
| All | +9,758.4% | -99.7% | +9,858.1% | +8,157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling