+37.3%
LMT vs FDS
-30.4%
+67.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +2.4% |
| 7D | -1.5% | -5.4% | +3.8% | -1.2% |
| 30D | -8.2% | +1.6% | -9.8% | -8.4% |
| 3M | +3.7% | +17.7% | -14.0% | +2.3% |
| 6M | -19.2% | +29.1% | -48.2% | -21.0% |
| YTD | +12.9% | +1.0% | +11.9% | +12.7% |
| 1Y | +19.8% | -21.6% | +41.4% | +23.7% |
| 3Y | +37.3% | -30.1% | +67.4% | +43.7% |
| All | +37.3% | -30.4% | +67.7% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling