Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LHX vs FDS✓SelectedUSD · FDSLHX vs FDS performance historyLatest closeAs of-0.28%09/08
Stock and ETF performance explorer

LHX vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,511.3%
FDS return
+9,090.7%
Excess return
-5,579.4%
Maximum drawdown
-59.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D-0.3%-4.3%+4.0%+0.9%
7D-2.5%-5.4%+2.9%-1.0%
30D-10.4%+1.6%-11.9%-10.9%
3M-14.9%+17.7%-32.7%-19.4%
6M-29.6%+29.1%-58.7%-35.7%
YTD-11.8%+1.0%-12.8%-14.3%
1Y-5.1%-21.6%+16.5%-1.6%
3Y+61.3%-30.1%+91.4%+71.2%
5Y+22.4%-20.7%+43.1%+23.7%
10Y+232.2%+78.3%+153.9%+159.4%
All+3,511.3%+9,090.7%-5,579.4%+1,075.5%

Cumulative growth

Daily Returns

Daily percentage return beside FDS.

Daily Out/Under-Performance

Portfolio return minus FDS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FDS 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 FDS 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