+1,335.0%
FERG vs LMT
+1,070.3%
+264.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | +3.4% | -1.5% | +4.9% | +3.5% |
| 30D | -11.5% | -8.2% | -3.3% | -10.9% |
| 3M | +1.3% | +3.7% | -2.5% | +0.9% |
| 6M | -1.0% | -19.2% | +18.2% | +0.7% |
| YTD | +3.2% | +12.9% | -9.6% | +1.9% |
| 1Y | -3.0% | +19.8% | -22.8% | -4.8% |
| 3Y | +55.0% | +37.3% | +17.8% | +50.0% |
| 5Y | +72.6% | +74.4% | -1.7% | +64.1% |
| 10Y | +358.9% | +188.9% | +170.0% | +316.6% |
| All | +1,335.0% | +1,070.3% | +264.7% | +1,034.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling