+2,072.5%
FTNT vs LMT
+188.6%
+1,883.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.4% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | -3.0% | -13.1% | +10.1% | +0.9% |
| 3M | +7.6% | -3.9% | +11.5% | +8.4% |
| 6M | +87.0% | -18.3% | +105.2% | +97.2% |
| YTD | +96.5% | +10.3% | +86.2% | +88.0% |
| 1Y | +92.9% | +14.2% | +78.7% | +82.2% |
| 3Y | +139.8% | +35.0% | +104.9% | +109.6% |
| 5Y | +151.3% | +73.2% | +78.1% | +95.5% |
| All | +2,072.5% | +188.6% | +1,883.9% | +1,397.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling