+185.8%
LMT vs FDS
+64.8%
+121.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -0.2% | -14.0% | +13.8% | +3.2% |
| 30D | -13.1% | -6.2% | -6.8% | -12.0% |
| 3M | -3.9% | +10.2% | -14.0% | -6.9% |
| 6M | -18.3% | +27.4% | -45.7% | -24.4% |
| YTD | +10.3% | -9.3% | +19.6% | +10.9% |
| 1Y | +14.2% | -28.6% | +42.9% | +22.4% |
| 3Y | +35.0% | -36.8% | +71.8% | +47.8% |
| 5Y | +73.2% | -28.6% | +101.9% | +77.6% |
| All | +185.8% | +64.8% | +121.0% | +117.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling