+194.3%
LMT vs FDS
+127.0%
+67.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.8% |
| 7D | +4.8% | -2.6% | +7.4% | +5.5% |
| 30D | +19.9% | +14.1% | +5.8% | +16.1% |
| 3M | +0.2% | +19.8% | -19.6% | -4.4% |
| 6M | +17.4% | +55.0% | -37.5% | +4.0% |
| YTD | +27.2% | +15.9% | +11.3% | +20.5% |
| 1Y | +35.6% | +24.2% | +11.4% | +25.7% |
| 3Y | +47.1% | -24.0% | +71.1% | +55.2% |
| 5Y | +103.7% | -23.3% | +127.0% | +110.4% |
| All | +194.3% | +127.0% | +67.3% | +108.0% |
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