+189.0%
LMT vs FDX
+182.3%
+6.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.9% |
| 7D | -0.5% | -3.9% | +3.3% | +0.1% |
| 30D | -10.8% | -3.3% | -7.5% | -10.3% |
| 3M | +1.6% | -2.0% | +3.6% | +1.8% |
| 6M | -17.6% | +8.0% | -25.6% | -19.0% |
| YTD | +11.6% | +35.0% | -23.4% | +5.3% |
| 1Y | +17.2% | +73.7% | -56.4% | +5.7% |
| 3Y | +35.7% | +61.6% | -25.9% | +20.9% |
| 5Y | +75.2% | +65.4% | +9.8% | +51.8% |
| All | +189.0% | +182.3% | +6.7% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling