+155.8%
FTNT vs LMT
+73.4%
+82.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.9% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | -1.9% | -10.8% | +8.9% | -0.2% |
| 3M | +14.4% | +1.6% | +12.8% | +14.0% |
| 6M | +88.7% | -17.6% | +106.2% | +94.7% |
| YTD | +100.0% | +11.6% | +88.4% | +94.6% |
| 1Y | +99.9% | +17.2% | +82.6% | +92.3% |
| 3Y | +147.9% | +35.7% | +112.2% | +127.9% |
| 5Y | +155.8% | +75.2% | +80.6% | +115.3% |
| All | +155.8% | +73.4% | +82.4% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling