-80.9%
FIG vs LMT
+29.9%
-110.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.4% |
| 7D | -14.5% | -1.3% | -13.1% | -14.5% |
| 30D | -13.3% | -12.5% | -0.8% | -14.3% |
| 3M | +7.4% | -0.5% | +7.9% | +7.9% |
| 6M | -27.8% | -20.0% | -7.8% | -29.4% |
| YTD | -41.1% | +10.4% | -51.5% | -43.3% |
| 1Y | -58.7% | +17.7% | -76.4% | -59.8% |
| All | -80.9% | +29.9% | -110.9% | -82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling