+73.0%
LMT vs FANG
+232.6%
-159.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.2% | +2.9% | -3.1% | -0.6% |
| 30D | -13.1% | +2.6% | -15.7% | -13.4% |
| 3M | -3.9% | +7.6% | -11.4% | -4.9% |
| 6M | -18.3% | +17.3% | -35.6% | -20.3% |
| YTD | +10.3% | +38.7% | -28.3% | +5.0% |
| 1Y | +14.2% | +51.6% | -37.4% | +7.2% |
| 3Y | +35.0% | +50.0% | -15.0% | +24.0% |
| All | +73.0% | +232.6% | -159.6% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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