+194.3%
LMT vs FDX
+152.0%
+42.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.8% |
| 7D | +4.8% | +0.8% | +4.1% | +4.7% |
| 30D | +19.9% | +9.9% | +10.0% | +17.9% |
| 3M | +0.2% | -1.9% | +2.1% | +0.4% |
| 6M | +17.4% | +6.1% | +11.4% | +15.9% |
| YTD | +27.2% | +38.8% | -11.6% | +19.3% |
| 1Y | +35.6% | +50.0% | -14.4% | +25.5% |
| 3Y | +47.1% | +71.0% | -23.9% | +29.8% |
| 5Y | +103.7% | +72.5% | +31.2% | +75.4% |
| All | +194.3% | +152.0% | +42.3% | +107.3% |
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 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