-79.1%
FIG vs LMT
+30.1%
-109.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -2.9% | -4.5% |
| 7D | -16.3% | -6.3% | -10.0% | -16.8% |
| 30D | -14.3% | -8.5% | -5.8% | -15.1% |
| 3M | +7.2% | +1.8% | +5.3% | +7.6% |
| 6M | -18.6% | -19.9% | +1.3% | -20.4% |
| YTD | -35.5% | +10.6% | -46.0% | -37.9% |
| 1Y | -55.8% | +17.9% | -73.7% | -56.9% |
| All | -79.1% | +30.1% | -109.2% | -81.3% |
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