+185.9%
LMT vs FDX
+179.9%
+6.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | -1.3% | -2.3% | +1.0% | -1.0% |
| 30D | -12.5% | -4.9% | -7.6% | -11.8% |
| 3M | -0.5% | -6.5% | +6.0% | +0.5% |
| 6M | -20.0% | +6.7% | -26.7% | -21.3% |
| YTD | +10.4% | +33.9% | -23.5% | +4.3% |
| 1Y | +17.7% | +72.2% | -54.5% | +6.3% |
| 3Y | +34.3% | +60.2% | -26.0% | +19.8% |
| 5Y | +71.8% | +62.9% | +8.9% | +49.4% |
| All | +185.9% | +179.9% | +6.0% | +93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling