+67.5%
FERG vs LMT
+73.4%
-5.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -11.8% | -10.8% | -1.0% | -10.6% |
| 3M | -1.2% | +1.6% | -2.8% | -1.5% |
| 6M | -2.3% | -17.6% | +15.2% | 0.0% |
| YTD | +0.8% | +11.6% | -10.8% | -1.3% |
| 1Y | +0.5% | +17.2% | -16.8% | -2.3% |
| 3Y | +51.4% | +35.7% | +15.7% | +43.0% |
| 5Y | +67.5% | +75.2% | -7.7% | +53.4% |
| All | +67.5% | +73.4% | -5.9% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling