+2,896.8%
LMT vs FDS
+10,480.1%
-7,583.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +5.1% | +1.5% | +3.6% | +4.9% |
| 30D | +14.1% | +14.8% | -0.7% | +11.7% |
| 3M | +0.3% | +16.3% | -16.0% | -2.2% |
| 6M | +16.1% | +66.2% | -50.1% | +6.6% |
| YTD | +25.5% | +16.2% | +9.2% | +20.8% |
| 1Y | +34.1% | +21.8% | +12.3% | +28.0% |
| 3Y | +45.1% | -23.9% | +69.0% | +47.8% |
| 5Y | +100.9% | -23.1% | +124.1% | +102.8% |
| 10Y | +199.4% | +128.7% | +70.7% | +156.3% |
| All | +2,896.8% | +10,480.1% | -7,583.3% | +1,738.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling