+351.3%
FERG vs LMT
+188.6%
+162.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -8.9% | -13.1% | +4.2% | -7.8% |
| 3M | -2.0% | -3.9% | +1.8% | -1.8% |
| 6M | -3.2% | -18.3% | +15.1% | -1.6% |
| YTD | +1.5% | +10.3% | -8.8% | +0.3% |
| 1Y | +0.5% | +14.2% | -13.8% | -1.0% |
| 3Y | +50.4% | +35.0% | +15.4% | +45.7% |
| 5Y | +68.7% | +73.2% | -4.6% | +61.1% |
| All | +351.3% | +188.6% | +162.7% | +315.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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