-83.2%
FIG vs LMT
+47.7%
-130.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +2.8% |
| 7D | +3.4% | +5.1% | -1.7% | +3.5% |
| 30D | -9.5% | +14.1% | -23.6% | -9.1% |
| 3M | -26.2% | +0.3% | -26.5% | -26.8% |
| 6M | +2.7% | +16.1% | -13.4% | +3.3% |
| YTD | -48.0% | +25.5% | -73.4% | -49.8% |
| 1Y | -52.0% | +34.1% | -86.2% | -54.8% |
| All | -83.2% | +47.7% | -130.8% | -84.8% |
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 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