+24.7%
LMT vs FBTC
+65.3%
-40.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.4% |
| 7D | -6.3% | +2.9% | -9.2% | -6.3% |
| 30D | -8.5% | +23.0% | -31.5% | -8.4% |
| 3M | +1.8% | +25.6% | -23.8% | +1.8% |
| 6M | -19.9% | +9.0% | -28.9% | -19.8% |
| YTD | +10.6% | -8.9% | +19.5% | +10.8% |
| 1Y | +17.9% | -27.5% | +45.5% | +18.3% |
| All | +24.7% | +65.3% | -40.6% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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